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Gearing Up to Replace Sep w/ Dec

US TSY FUTURES

That time again, albeit a little early in the process, to roll Sep quarterly futures to Dec is underway. First notice date is Wednesday August 31. Current markets:

    • TUU/TUZ <1,000 from 0.62 to 1.25, 0.75 last, 1% complete
    • FVU/FVZ 2,300 from -3.25 to -2.75, -3.25 last, 2% complete
    • TYU/TYZ 1,600 from -4.0 to -3.5, -3.75 last, 2% complete
    • UXYU/UXYZ <100 from 19.75, <1% complete
    • USU/USZ <500 from 16.75 to 17.0, 17.0 last, <1% complete
    • WNU/WNZ 1,000 from 6.75 to 7.25, +7.25 last, 2% complete
  • Reminder, Sep futures won't expire until next month: 10s, 30s and Ultras on September 21, September 30 for 2s and 5s.
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