MNI BRIEF: Aussie Monthly CPI Rises Slow

MNI: PBOC Sets Yuan Parity Lower At 7.0202 Weds; +3.76% Y/Y

CHINA PBOC CONDUCTS CNY196.5 BLN VIA 14-DAY REVERSE REPOS WEDS

MNI BRIEF: PBOC Cuts One-Year MLF Rate By 30bp

CHINA SETS YUAN CENTRAL PARITY AT 7.0202 WEDS VS 7.0510

MNI: PBOC Net Drains CNY371.7 Bln via OMO Wednesday

Australia Aug CPI +2.7% Y/Y

MNI: AUSTRALIA MONTHLY AUG CPI -0.1% MM, 2.7% YY

MNI: JAPAN AUG SERVICES PPI +2.7% Y/Y; JULY REV +2.7%

CANADA: Politics Week: Parliament Opens With Early Election Threats

AUSTRALIA: Albanese Lines Up Budget for May Election

AUSTRALIA: Albanese Lines Up Budget for May Election

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Latest March Futures Roll Update

US TSYS

Heavy quarterly futures volumes as March/June rolling continues, 5- and 10Y leads w/ over 2M each. Jun'22 futures take lead quarterly position on February 28, First Notice dat. Current roll markets:

  • TUH/TUM 1,268,000 from 11.0 to 11.88, 11.12 last, 58% complete
  • FVH/FVM 2,085,000 from 10.25 to 11.25, 10.75 last, 59% complete
  • TYH/TYM 2,000,000 from 1.5 to 2.75, 2.25 last, 60% complete
  • UXYH/UXYM 659,000 from 26.25 to 28.0, 27.5 last, 55% complete
  • USH/USM 492,300 from -1-22.5 to 1-19, 1-21.75 last, 48% complete
  • WNH/WNM 606,200 from -1-11.5 to -1-07.75, -1-11 last, 58% complete

* Note, March futures won't expire until next month: 10s, 30s and Ultras on March 22, March 31 for 2s and 5s.

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