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JGBS AUCTION

Japanese MOF sells Y4.9024tn 3-Month Bills:

IDR

Virus Continues To Spread In Jakarta

RBA

Upcoming Lowe Appearance Postponed

JGBS

Curve Twist Steepens, Bucking The Trend

US TSY FUTURES
US TSY FUTURES: *** Latest September December Treasury futures roll volume
below; pace of the roll only 3-4% complete. First notice date of August 31.
September future's staggered expiration on September 20 for 10s, 30s and Ultras,
then September 29 for 2s and 5s. Sep option expiration on August 25. Recent
volume, market range:
* TYU/TYZ appr 12.5k from 9.25 to 10.0, 9.5 last
* FVU/FVZ appr 5.9k from 9.0 to 9.5, 9.25 last
* TUU/TUZ appr 16.3k from 3.25 to 3.5, 3.25 last
* USU/USZ appr 1.4k from 1-7.25 to 1-7.5, 1-7.5 last
* WNU/WNZ appr 14.7k from 31.25 to 31.5, 31.25 last
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com