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Early Roll Update: TYU, USU, WNU >50%


Sep futures cede lead quarterly to Dec futures on Aug 31 "first notice" date. Sep futures won't expire until mid-late September: 10s, 30s and Ultras on 9/21; 2s & 5s 9/30. Percentage completion:

  • TUU/TUZ appr 100,500 -1.12 last; appr 47% complete
  • FVU/FVZ appr 259,600 -4.0 last; appr 48% complete
  • TYU/TYZ appr 506,600 4.50 last; appr 52% complete
  • UXYU/UXYZ 23,200, -2-02.75 last; appr 45% complete
  • USU/USZ 38,800, 1-21.25 last; appr 54% complete
  • WNU/WNZ 68,600, -3-12.5 last; appr 51% complete

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