May 21, 2024 07:45 GMT
US Roll pace
US TSY FLOWS
- US Treasuries roll, still a little early, expect for these to pick up into the end of the week.
- Spreads did somewhat pick up Yesterday, but the lower volumes is still limiting some of the bigger clips.
- TYM4/U4 has so far only traded in 6.9k outright.
PACE:
- Ultra Bond: 2%.
- Tbond: 5%.
- Ultra 10: 4%.
- Tnotes: 3%.
- FVA: 3%.
- TUA: 2%.
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