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US and UK roll pace update

BONDS

ROLL PACE: Desks will likely start to look at Dec in Treasuries, TYA and USA still see the Sep as the most active but barely. TUA and FVA sees Dec slightly edging in terms of Volumes.

  • Ultra: 84%.
  • TBond: 84%.
  • Ultra 10: 83%.
  • TYA: 78%.
  • FVA: 84%.
  • TUA: 84%.

Gilt saw Sep as the front Month still Yesterday, by ~170k lots difference between Sep and Dec, but will likely start changing today, ahead of First Notice Tomorrow.

  • Gilt: 84%.

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