Free Trial
USDCAD TECHS

Impulsive Rally Extends

US TSYS

Late Eurodollar/SOFR/Treasury Option Roundup

EURJPY TECHS

Price Is Below The 50-Day EMA

US

Late Corporate Credit Update

Real-time Actionable Insight

Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.

Free Access

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.
98 words

To read the full story

Why Subscribe to

MarketNews.com

MNI is the leading provider

of news and intelligence specifically for the Global Foreign Exchange and Fixed Income Markets, providing timely, relevant, and critical insight for market professionals and those who want to make informed investment decisions. We offer not simply news, but news analysis, linking breaking news to the effects on capital markets. Our exclusive information and intelligence moves markets.

Our credibility

for delivering mission-critical information has been built over three decades. The quality and experience of MNI's team of analysts and reporters across America, Asia and Europe truly sets us apart. Our Markets team includes former fixed-income specialists, currency traders, economists and strategists, who are able to combine expertise on macro economics, financial markets, and political risk to give a comprehensive and holistic insight on global markets.

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.