MNI BRIEF: China Nov M1 Decline Narrows, M2 Slows

MNI China Daily Summary: Friday, December 13

MNI BRIEF: PBOC To Curb Any Yuan Overshot : PBOC Zou

CHINA YTD NEW LOANS CNY17.1 TRLN VS MEDIAN CNY17.5 TRLN: PBOC

MNI: PBOC Net Injects CNY14.2 Bln via OMO Friday

MNI: PBOC Sets Yuan Parity Higher At 7.1876 Fri; -1.22% Y/Y

MNI: EUROZONE OCT IP +0% M/M, -1.2% Y/Y

MNI: SPAIN NOV HICP +0% M/M, +2.4% Y/Y

MNI: FRANCE NOV HICP -0.1% M/M, +1.7% Y/Y

MNI EXCLUSIVE: EU-Mercosur Deal Close, But Likely Short-Lived - Officials

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

Jun Futures Roll Update, Near 75% Complete

US TSY FUTURES

Late update -- over 60% complete ahead May 31 First Notice date. Usually spds hold to a 1-2 point intra-day range but note the huge range in 30Y ultra bond from -3.0 to +20.5 -- this tends to occur late in the roll cycle on the less liquid Ultra-bond futures, occurring to a lesser degree over the past six rolls. Current markets:

  • TUM/TUU 1,113,100 from 11.12 to 12.50, 12.38 last, 66% complete
  • FVM/FVU 2,327,800 from 12.25 to 13.5, 13.25 last, 72% complete
  • TYM/TYU 1,958,800 from 11.5 to 13.00, 11.75 last, 70% complete
  • UXYM/UXYU 502,300 from 1-03.5 to 1-07, 1-04.5 last, 76% complete
  • USM/USU 406,300 from 30.0 to 31.0, 30.75 last, 72% complete
  • WNM/WNU 481,400 from -3.0 to 20.5, +13.5 last, 80% complete

Reminder, Jun futures won't expire until next month: 10s, 30s and Ultras on June 21, June 30 for 2s and 5s.

BulletMarketsFixed Income BulletsHomepage
BulletMarketsFixed Income BulletsHomepage

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.