Free Trial

*** Midday Sep/Dec roll volume.......>

US TSY FUTURES
US TSY FUTURES: *** Midday Sep/Dec roll volume update; first notice date (Dec
futures take lead) Friday, August 30. Sep future's staggered expiration on
September 19 for 10s, 30s and Ultras, and September 30 for 2s and 5s. Update:
* TUU/TUZ appr 1,241,900 from -8.75 to -8.0, -8.25 last; 67% complete
* FVU/FVZ appr 1,524,400 from -14.75 to -13.75, -14.5 last; 63% complete
* TYU/TYZ appr 1,490,700 from -21.75 to -20.75, -21.25 last; 63% complete
* UXYU/UXYZ appr 182,500 from -21.0 to -20.25, -21.0 last; 56% complete
* USU/USZ appr 270,800 from 24.75 to 25.25, 25.25 last; 65% complete
* WNU/WNZ appr 264,700 from -1-01.25 to -30.5, -31.5 last; 75% complete

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.