No surprises in seeing a big jump in the Gilt roll pace, as desks roll into September a little faster today, given the UK Bank Holiday Monday.
- Pace in Gilt is at 46% vs 16% this Morning
US Pace stands at:
- Ultra Bond: 38%.
- Tbond: 38%.
- Ultra 10: 36%.
- Tnotes: 35%.
- FVA: 39%.
- TUA: 37%.
