MNI China Daily Summary: Friday, July 12

MNI BRIEF: China June M2 SlowsTo Record Low For Third Month

MNI BRIEF: China Steel Export Growth Slows In June

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

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

Retail Sales / Services Turnover Publications Postponed Indefinitely

CHINA H1 NEW LOANS CNY13.27 TRLN VS JAN-MAY CNY11.14 TRLN

Inflation Momentum Ticks Up Despite Lower-than-expected Print

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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March Futures Roll Update, Over 75% Complete

US TSY FUTURES

March/June rolling largely over 75% complete (30Y Bond and Ultra-Bond lagging slightly), with Jun'22 futures taking lead quarterly position on February 28 (First Notice date). Current roll markets:

  • TUH/TUM 200,000 from 10.5 to 11.5, 11.38 last, 77% complete
  • FVH/FVM 298,000 from 10.0 to 11.25, 10.5 last, 78% complete
  • TYH/TYM 315,000 from 0.5 to 2.25, 1.25 last, 80% complete
  • UXYH/UXYM 43,000 from 27.0 to 28.0, 27.5 last, 80% complete
  • USH/USM 39,900 from -1-25.5 to -1-20.5, 1-24 last, 73% complete
  • WNH/WNM 33,800 from -1-14.5 to -1-09.5, -1-11 last, 74% 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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