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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.
BONDS
Roll update: Although the majority of Volumes is mainly spread related in the US, there's also been some outright flow this morning, albeit with below average volumes for this time of the Day.
The main flow in the US was Yesterday and the HUGE trading session in the 5yr spread, as FVZ3 trades some 6.5 millions lots all spread related Yesterday (see chart).
It is unclear if this was driven ahead of the 5yr supply, since similar flows weren't seen in the 2yr (TUA).
- Ultra: 81%.
- TBond: 81%.
- Ultra10: 76%.
- TYA: 81%.
- FVA: 85%.
- TUA: 85%.
- Gilt: 96%.
Chart source: MNI/Bloomberg
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.
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