MNI China Daily Summary: Wednesday, July 10

MNI BRIEF: China To Investigate EU Trade Actions

MNI BRIEF: China June CPI Hits Three Month Low

MNI: PBOC Conducts CNY2 Bln Via OMO Weds; Liquidity Unchanged

CHINA PBOC CONDUCTS CNY2 BILLION VIA 7-DAY REVERSE REPOS WEDS

MNI: PBOC Sets Yuan Parity Higher At 7.1342 Weds; -0.53% Y/Y

MNI: US MBA: MARKET COMPOSITE -0.2% SA THRU JUL 05 WK

US MBA: REFIS -2% SA; PURCH INDEX +1% SA THRU JULY 5 WK

Indeed Wages Tick Higher, But Future Revisions Are Likely

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

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

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

March Futures Roll Underway, Expect High Volumes

US TSY FUTURES

Roll efforts from March to June have picked up in earnest this morning, 10Y leads w/ >185k. Expect surge in volume will also be tied to March option expiration today *. Jun'22 futures take lead quarterly position on February 28, First Notice dat. Current roll markets:

  • TUH/TUM 16,500 from 10.75 to 11.25, 11.12 last, 6% complete
  • FVH/FVM 39,500 from 11.25 to 12.0, 11.5 last, 7% complete
  • TYH/TYM 186,900 from 2 to 3, 2.0 last, 7% complete
  • UXYH/UXYM 9,600 from 27.0 to 27.5, 27.25 last, 5% complete
  • USH/USM 5,600 from 1-21.75 to 1-19, 1-21.75 last, 3% complete
  • WNH/WNM 27,300 from -1-07 to -1-03.75, 1-06.75 last, 3% complete

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

BulletMarketsFixed Income BulletsHomepage
BulletMarketsFixed Income BulletsHomepage

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.