May 29, 2024 07:12 GMT
US and UK Roll update
BONDS
- Although a close call, September will start to get quoted as the front Month, with ~100% of the front Month volume spread related in TYA.
PACE:
- Ultra Bond: 83%.
- Tbond: 79%.
- Ultra 10: 77%.
- Tnotes: 79%.
- FVA: 79%.
- TUA: 80%
- Gilt: 84% (Sep is front in Gilt).
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