Free Trial

*** Early Jun/Sep roll volume........>

US TSY FUTURES
US TSY FUTURES: *** Early Jun/Sep roll volume. June future's staggered
expiration on June 20 for 10s, 30s and Ultras, and June 29 for 2s and 5s; expect
to see a surge in volume as September futures go "top step" on May 31. Latest
volume:
* TUM/TUU appr 354k from 5.25-6.0; 5.75 last
* FVM/FVU appr 307k from 9.0-9.5; 9.0 last
* TYM/TYU appr 449k from 10.0-10.5; 10.0 last
* USM/USU appr 71k, 27.5 last
* WNM/WNU appr 40k, 22.75 last

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.