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CGZ, CGF, CGB and LGB M22-U22 Roll Update

Summary 

First Notice day is May 30th for the June contracts, which is also Memorial Day in the USA and a week after Victoria Day in Canada; both national holidays. We do not believe either holiday will interfere with the normal roll dates for M22 contracts this quarter as Canada's holiday falls a day before the roll would ordinarily begin and the American holiday falls on a date after which the roll would normally be completed. The M22/U22 roll should begin on the 25th of May.

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