CANADA MAY RETAILS -0.8% VS FORECAST -0.6%, PRIOR +0.6%

MNI: Canada June Retails Fall And May Biggest Drop In A Year

MNI China Daily Summary: Friday, July 19

MNI BRIEF: China To Boost Consumer Spending, New Industries

MNI BRIEF: China Enhances Fiscal Response To Boost Economy

MNI BRIEF: China To Promote Migrates' Rights, Reform Hukou System

MNI: BAKER HUGHES US RIG COUNT 586; OIL RIGS 477; GAS RIGS 103

EZ/UK T-Bill Calendar: Germany, France Auction on Monday

EZ/UK T-Bill Calendar: Germany, France Auction on Monday

RPT-MNI: Canada Sticks To Fiscal Anchors, Spends Chunk Of Windfall

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

Late Jun/Sep Roll Update: Over 80% Complete

US TSY FUTURES

The Jun/Sep quarterly futures roll is over 80% complete after this week's heavy volumes. Sep'23 futures take lead quarterly position on Wednesday, May 31 (First notice date). Current levels:

    • TUM/TUU 771,200 from -20.38 to -19.25, -19.38 last, 84% complete
    • FVM/FVU 1,794,000 from -19.5 to -18.75, -19.0 last, 85% complete
    • TYM/TYU 1,548,800 from -25.25 to -24.5, -24.75 last, 82% complete
    • UXYM/UXYU 457,800 from -31.25 to -29.75, -30.5 last, 88% complete
    • USM/USU 240,500 from -10.25 to -8.0, -10.0 last, 82% complete
    • WNM/WNU 281,100 from -15.75 to -15.0, -15.75 last, 90% complete
  • Reminder, June futures won't expire until next month: 10s, 30s and Ultras on June 21, June 30 for 2s and 5s.
BulletMarketsFixed Income BulletsHomepage
BulletMarketsFixed Income BulletsHomepage

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.