Free Trial

US Roll pace

BONDS
  • As expected, desks have looked to roll into December, taking advantage of the liquidity, before the Holidays, and 1st notice next week.
  • Looking at the 10yr (TYA) a third of the front Month volume is spread related this morning.

ROLL PACE has jumped:

  • Ultra: 19% vs 4%.
  • TBond: 23% vs 8%.
  • Ultra10: 22% vs 11%.
  • TYA: 21% vs 7%.
  • FVA: 20% vs 8%.
  • TUA: 20% vs 9%
  • Gilt: 5% (as off Yesterday).

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.