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Jun/Sep Tsy Roll Volume Picks Up

US TSY FUTURES

Still two weeks away before Sep'23 futures take lead, Tsy quarterly futures volume gaining momentum. Current markets:

    • TUM/TUU 52,900 from -22.38 to -21.75, -21.88 last, <3% complete
    • FVM/FVU 75,000 from -20.25 to -19.75, -20.0 last, <5% complete
    • TYM/TYU 52,500 from -27.25 to -26.50, -26.75 last, appr 4% complete
    • UXYM/UXYU 17,000 from -101.00 to -100.5, -101.0 last, appr 2% complete
    • USM/USU 16,700 from -6.75 to -6.25, -6.5 last, 2% complete
    • WNM/WNU 2,800 from -15.0 to -14.75, -15.0 last, appr 1% complete
  • Reminder, June futures won't expire until next month: 10s, 30s and Ultras on June 21, June 30 for 2s and 5s.

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