© 1982-2022 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial
OPTIONS

Closing Time

OPTIONS

Larger FX Option Pipeline

PIPELINE

UAE 2Pt Size Set: $1.75B

STIR

Huge SOFR Conversion Spd

GLOBAL POLITICAL RISK

Xi Treads Line Between Russia And West AT BRICS Summit

Real-time Actionable Insight

Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.

Free Access
Trending Top 5
Topics

Late June Futures Roll Update

US TSY FUTURES
BulletMarketsFixed Income

Late roll volume update, continuing to accelerate, 5s and 10s outpacing. Sep'22 futures take lead quarterly position on May 31, First Notice date. Current markets:

  • TUM/TUU 77,600 from 11.50 to 12.0, 11.62 last, 6% complete
  • FVM/FVU 239,800 from 12.25 to 13.25, 12.5 last, 8% complete
  • TYM/TYU 170,200 from 12.25 to 13.75, 12.5 last, 9% complete
  • UXYM/UXYU 40,400 from 1-05.75 to 1-06.25, 1-06.25 last, 3% complete
  • USM/USU 70,900 from 30.5 to 31.0, 30.75 last, 8% complete
  • WNM/WNU 97,900 from -2.25 to -0.25, -2.0 last, 9% complete

Reminder, Jun futures won't expire until next month: 10s, 30s and Ultras on June 21, June 30 for 2s and 5s.

99 words

To read the full story

Why Subscribe to

MarketNews.com

MNI is the leading provider

of news and intelligence specifically for the Global Foreign Exchange and Fixed Income Markets, providing timely, relevant, and critical insight for market professionals and those who want to make informed investment decisions. We offer not simply news, but news analysis, linking breaking news to the effects on capital markets. Our exclusive information and intelligence moves markets.

Our credibility

for delivering mission-critical information has been built over three decades. The quality and experience of MNI's team of analysts and reporters across America, Asia and Europe truly sets us apart. Our Markets team includes former fixed-income specialists, currency traders, economists and strategists, who are able to combine expertise on macro economics, financial markets, and political risk to give a comprehensive and holistic insight on global markets.

Late roll volume update, continuing to accelerate, 5s and 10s outpacing. Sep'22 futures take lead quarterly position on May 31, First Notice date. Current markets:

  • TUM/TUU 77,600 from 11.50 to 12.0, 11.62 last, 6% complete
  • FVM/FVU 239,800 from 12.25 to 13.25, 12.5 last, 8% complete
  • TYM/TYU 170,200 from 12.25 to 13.75, 12.5 last, 9% complete
  • UXYM/UXYU 40,400 from 1-05.75 to 1-06.25, 1-06.25 last, 3% complete
  • USM/USU 70,900 from 30.5 to 31.0, 30.75 last, 8% complete
  • WNM/WNU 97,900 from -2.25 to -0.25, -2.0 last, 9% complete

Reminder, Jun futures won't expire until next month: 10s, 30s and Ultras on June 21, June 30 for 2s and 5s.