FREELAND: CANADA WON'T ESCALATE OR BACK DOWN ON US TRADE FIGHT

MNI: PBOC To Aim To Drive Inflation Higher- Advisors

MNI: China To Issue More Bonds As Stimulus Targets Consumption

MNI: PBOC To Aim To Drive Inflation Higher- Advisors

MNI: China To Issue More Bonds As Stimulus Targets Consumption

MNI BRIEF: China Nov M1 Decline Narrows, M2 Slows

EZ/UK T-Bill Calendar: 8/13/28/50-Week BTF Auction on Monday

EZ/UK Bond Supply Calendar: 4.125% Jul-29 Gilt Due on Tuesday

MNI: CANADA OCT WHOLESALE SALES +3.3%; EX-AUTOS +0.5%

MNI EXCLUSIVE: EU-Mercosur Deal Close, But Likely Short-Lived - Officials

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

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

Midday Jun/Sep Roll Update

US TSY FUTURES

Overall roll volumes accelerating in the short end, still a long way to go before Sep'23 futures take lead quarterly position on Wednesday, May 31 (First notice date). Current markets:

    • TUM/TUU 530,200 from -20.25 to -19.38, -20.0 last, 28% complete
    • FVM/FVU 571,300 from -19.25 to -19.00, -18.75 last, 27% complete
    • TYM/TYU 319,900 from -25.00 to -24.50, -24.50 last, 22% complete
    • UXYM/UXYU 275,700 from -31.50 to -30.25, -30.75 last, 20% complete
    • USM/USU 84,000 from -7.00 to -6.5, -6.75 last, 21% complete
    • WNM/WNU 178,600 from -15.00 to -14.25, -14.75 last, 23% complete
  • Reminder, June futures won't expire until next month: 10s, 30s and Ultras on June 21, June 30 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.