FREELAND: CANADA WON'T ESCALATE OR BACK DOWN ON US TRADE FIGHT

MNI: PBOC To Aim To Drive Inflation Higher- Advisors

MNI: China To Issue More Bonds As Stimulus Targets Consumption

MNI: PBOC To Aim To Drive Inflation Higher- Advisors

MNI: China To Issue More Bonds As Stimulus Targets Consumption

MNI BRIEF: China Nov M1 Decline Narrows, M2 Slows

EZ/UK T-Bill Calendar: 8/13/28/50-Week BTF Auction on Monday

EZ/UK Bond Supply Calendar: 4.125% Jul-29 Gilt Due on Tuesday

MNI: CANADA OCT WHOLESALE SALES +3.3%; EX-AUTOS +0.5%

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

June/September Roll Underway

US TSY FUTURES

Early roll update, volumes and percentage completion still quite low ahead first notice date -- just 2 weeks away on Friday, May 28. Note, while June Tsy options expire next week Friday, the 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 >500 from 2.88-3.0, 2.88 last
  • FVM/FVU 2,700 from 18.5-19.0, 18.75 last
  • TYM/TYU 4,800 from 27.5 to 1-28.0, 27.75 last
  • UXYM/UXYU 3,000 from 1-16.25 to 1-19.5, 1-19.25 last
  • USM/USU >600 from 1-18.5 to 1-18.75, 1-18.5 last
  • WNM/WNU 1,800 from 1-20.5-1-21.75, 1-21 last
BulletMarketsFixed Income Bullets
BulletMarketsFixed Income Bullets

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.