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US and UK roll update

BONDS

March is still on the margin front Month for US Treasuries, but should change Tomorrow, roll pace, ROLL PACE:

  • Ultra: 84%.
  • TBond: 75%.
  • Ultra 10: 73%.
  • TYA: 83%.
  • FVA: 80%.
  • TUA: 83%

March Gilt is also still front, but will June by Tomorrow, roll pace runs at 85% for the UK.

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