Free Trial

*** Jun/Sep roll volume..............>

US TSY FUTURES
US TSY FUTURES: *** Jun/Sep roll volume accelerates/inflating total volume
(TYM>1.7M already). June future's staggered expiration on June 20 for 10s, 30s
and Ultras, and June 29 for 2s and 5s; expect to see a surge in volume as
September futures go "top step" on May 31. Latest volume:
* TUM/TUU appr 322.5k from 6.5-7.0; 6.75 last
* FVM/FVU appr 368.6k from 9.0-9.75; 9.25 last
* TYM/TYU appr 310.6k from 10.25-11.5; 10.5 last
* USM/USU appr 56.8k, 26.75 last
* WNM/WNU appr 170.1k, 23.00 last

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.