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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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  • 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%.