MNI: PBOC Net Injects CNY40 Bln Via OMO Fri; Rates Unchanged

CHINA PBOC CONDUCTS CNY50 BILLION VIA 7-DAY REVERSE REPOS FRI

MNI: PBOC Sets Yuan Parity Lower At 7.1268 Fri; -0.32% Y/Y

CHINA SETS YUAN CENTRAL PARITY AT 7.1268 FRI VS 7.1270

MNI: BANXICO HOLDS INTERBANK RATE STEADY AT 11.00%

MNI BRIEF: Fed's Bowman Says Policy Appears To Be Restrictive

MNI: GERMANY IMPORT PRICE INDEX -0.4 % Y/Y, 0.0% M/M

MNI: SWEDEN MAY RETAIL SALES +0.8% Y/Y

MNI: UK Q1 GDP +0.7% Q/Q, +0.3% Y/Y

RPT-MNI: Canada Sticks To Fiscal Anchors, Spends Chunk Of Windfall

MNI BRIEF: Poilievre Calls QE 'Scam' And Would Limit BOC Remit

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Mar'24/Jun'24 Roll Update: Hitting the Gas

US TSY FUTURES

Tsy quarterly futures roll volume from Mar'24 to Jun'24 has surged this morning, % complete still rather low ahead February 29 "First Notice" date. Current roll details:

  • TUH/TUM 123,200 from -16.00 to -15.62, -15.62 last, 5% complete
  • FVH/FVM 217,000 from -13.25 to -12.75, -13.0 last, 5% complete
  • TYH/TYM 292,500 from -17.5 to -16.75, -17.0 last, 7% complete
  • UXYH/UXYM 13,000 from -6.25 to -5.75, -6.0 last, 4% complete
  • USH/USM 8,600 from -0.75 to -0.25, -0.25 last, 3% complete
  • WNH/WNM 23,700 from -1-26 to -1-24.5, -1-25.5 last, 3% complete
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 19, and the 28th for 2s and 5s.
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