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US ROLL PACE

BONDS
  • We are still well early for Rolls, but smallish trades goes through this morning.
  • Expect to see a pick up at the end of the last week of May for Treasuries.
  • Europe, more likely into the start of June.

ROLL PACE:

  • USA; 1.5%
  • TYA: 3.0%
  • FVA: 3.4%
  • TUA: 1.0%

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