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Jun/Sep Roll Near Completion

US TSY FUTURES

Wrapping things up today with Sep'21 futures take lead quarterly position Friday. June quarterly futures expire mid- to late June: 10s, 30s and Ultras on June 21, June 30 for 2s and 5s. Current roll markets listed below:

  • TUM/TUU 31,500 from 2.12 to 2.38, 2.38 last; 89% complete
  • FVM/FVU 98,000 from 17.5 to 18.25, 18.0 last; 93% complete
  • TYM/TYU 133,000 from 27.75 to 28.75, 28.75 last; 92% complete
  • UXYM/UXYU 22,600 from 1-21 to 1-21.5, 1-20 last; 91% complete
  • USM/USU 24,000 from 1-19 to 1-19.5, 1-19 last, 89% complete
  • WNM/WNU 12,700 from 1-18.25 to 1-19.5, 1-18.25 last; 94% complete

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