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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.
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Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessMNI China Daily Summary: Wednesday, December 11
Late Session Sep'24-Dec'24 Roll Update
Volume in Tsy quarterly futures roll from Sep'24 to Dec'24 gaining. Percentage complete nearing 10% across the curve ahead the "First Notice" date on August 30. Current roll details:
- TUU4/TUZ4 appr 261,800 from -17.38 to -16.62, -17.12 last, 8% complete
- FVU4/FVZ4 appr 516,500 from -18.75 to -18.0, -18.25 last, 9% complete
- TYU4/TYZ4 appr 386,900 from -19.25 to -18.5, -19.25 last, 9% complete
- UXYU4/UXYZ4 appr 76,400 from -10.5 to -10.25, -10.25 last, 7% complete
- USU4/USZ4 40,600 from -6.5 to -6.0, -6.25 last, 8% complete
- WNU4/WNZ4 appr 81,000 from -1-03.75 to -30.75, -1-00 last, 9% complete
- Reminder, September futures won't expire until next month: 10s, 30s and Ultras on September 19, 2s and 5s on September 23. Sep options expire this Friday.
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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.