Free Trial

*** Late Sep/Dec roll volume.........>

US TSY FUTURES
US TSY FUTURES: *** Late Sep/Dec roll volume update, nearly wrapped up ahead
Friday's first notice date (Dec futures take lead. Sep future's staggered
expiration on September 19 for 10s, 30s and Ultras, and September 30 for 2s and
5s. Update:
* TUU/TUZ appr 529,000 from -8.62 to -8.12, -8.12 last; 92% complete
* FVU/FVZ appr 1,222,500 from -14.5 to -13.5, -14.0 last; 94% complete
* TYU/TYZ appr 941,300 from -21.5 to -20.75, -21.25 last; 95% complete
* UXYU/UXYZ appr 260,800 from -21.0 to -19.5, -20.0 last; 84% complete
* USU/USZ appr 261,900 from 24.75 to 25.75, 25.25 last; 97% complete
* WNU/WNZ appr 168,800 from -1-02 to -1-01, -1-01.25 last; 98% complete

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.