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Early Jun Futures Roll Update


Early roll update: Sep'22 futures take lead quarterly position on May 31, First Notice date. Volume still very low, current markets:

  • TUM/TUU 1,500 from 10.88 to 111.25, 10.88 last, <1% complete
  • FVM/FVU 7,700 from 13.25 to 14.75, 13.5 last, <2% complete
  • TYM/TYU 3,500 from 13.5 to 15.25, 13.75 last, <3% complete
  • UXYM/UXYU 500 from 1-50 to 1-06.5, 1-06 last, <2% complete
  • USM/USU 200 from 30 to 30.75, 30.5 last, 3% complete
  • WNM/WNU 2,900 from 5 to 7.5, 5.25 last, <1% complete

* Note, Jun futures won't expire until next month: 10s, 30s and Ultras on June 21, June 30 for 2s and 5s.

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