Trial now
FED

Reverse Repo Operation, Inching Higher

PIPELINE

$1.5B Royal Bank of Canada 10Y Launched

COMMODITIES

WTI Remains Bullish, on Track for Cycle High Close

US TSYS/SUPPLY

2Y Auction ​Review: Small Stop

EURUSD TECHS

Consolidation Mode

US TSY FUTURES
US TSY FUTURES: *** Close to wrapping up the Sep/Dec roll, latest volume below;
estimate pace of the roll. First notice date of August 31. September future's
staggered expiration on September 20 for 10s, 30s and Ultras, then September 29
for 2s and 5s.
* TYU/TYZ appr 550.7k from 7.75 to 8.5, 8.25 last; est 84% complete
* FVU/FVZ appr 362.2k from 8.25 to 9.0, 8.75 last; est 85% complete
* TUU/TUZ appr 258.2k from 3.25 to 3.75, 3.5 last; est 81% complete
* USU/USZ appr 81.6k from 1-7.75 to 1-8.75, 1-8.25 last; est 84% complete
* WNU/WNZ appr 30.1k from 30.75 to 31.75, 31.25 last; est 89% complete
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com