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Late Jun Futures Roll Update, 5Y Leads Volume

US TSY FUTURES

Roll volume picks up ahead midday: Sep'22 futures take lead quarterly position on May 31, First Notice date. Current markets:

  • TUM/TUU 39,000 from 11.12 to 12.12, 11.62 last, 5% complete
  • FVM/FVU 144,500 from 12.5 to 13.5, 12.75 last, 6% complete
  • TYM/TYU 61,800 from 13.0 to 14.5, 13.5 last, 5% complete
  • UXYM/UXYU 6,700 from 1-05.5 to 1-06.25, 1-06 last, 2% complete
  • USM/USU 9,600 from 30.5 to 31.0, 30.75 last, 5% complete
  • WNM/WNU 18,200 from -.75 to +0.5, -0.75 last, 6% complete
* Note, Jun futures won't expire until next month: 10s, 30s and Ultras on June 21, June 30 for 2s and 5s.
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Roll volume picks up ahead midday: Sep'22 futures take lead quarterly position on May 31, First Notice date. Current markets:

  • TUM/TUU 39,000 from 11.12 to 12.12, 11.62 last, 5% complete
  • FVM/FVU 144,500 from 12.5 to 13.5, 12.75 last, 6% complete
  • TYM/TYU 61,800 from 13.0 to 14.5, 13.5 last, 5% complete
  • UXYM/UXYU 6,700 from 1-05.5 to 1-06.25, 1-06 last, 2% complete
  • USM/USU 9,600 from 30.5 to 31.0, 30.75 last, 5% complete
  • WNM/WNU 18,200 from -.75 to +0.5, -0.75 last, 6% complete
* Note, Jun futures won't expire until next month: 10s, 30s and Ultras on June 21, June 30 for 2s and 5s.