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%.

BONDS: Gilt and Treasury rolls

Last updated at:May-24 12:51By: Fabrice Ben Hassine

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%.