Free Trial

*** Early roll update, but...........>

US TSY FUTURES
US TSY FUTURES: *** Early roll update, but starting to see some calendar spds
trading w/ September taking lead from June at end of this month (first notice
May 31). June future's staggered expiration on June 19 for 10s, 30s and Ultras,
and June 28 for 2s and 5s. Latest volume:
* TUM/TUU appr 7,300 from -6.5 to -6.25, -6.25 last;
* FVM/FVU appr 3,700 from -4.0 to -3.75, -3.75 last;
* TYM/TYU appr 5,600 from -8.25 to -7.5, -8.0 last;
* USM/USU appr 2,100 from 20.5-20.75, 20.5 last;
* WNM/WNU appr 3,200 from -20.25 to -20.0, -20.25 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.