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Volume are dominated by spreads

GILTS
  • A decent volume in Gilt, but all spread related, with more than half the front Month volume being spread.
  • Outright traded in 128.3k, and likely more on legs with 153.2k volume in March.
  • Roll runs at 45% completion.
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  • A decent volume in Gilt, but all spread related, with more than half the front Month volume being spread.
  • Outright traded in 128.3k, and likely more on legs with 153.2k volume in March.
  • Roll runs at 45% completion.