Free Trial

Pre-Open Roll Update: Heavy

US TSY FUTURES

Sep futures cede lead quarterly to Dec futures on Aug 31 "first notice" date. Sep futures won't expire until mid-late September: 10s, 30s and Ultras on 9/21; 2s & 5s 9/30. Percentage completion:

  • TUU/TUZ appr 106,000 -1.25 last; appr 21% complete
  • FVU/FVZ appr 348,800 -4.25 last; appr 26% complete
  • TYU/TYZ appr 354,700 4.25 last; appr 26% complete
  • UXYU/UXYZ 24,700, -2-03.5 last; appr 20% complete
  • USU/USZ 55,300, 1-20.75 last; appr 27% complete
  • WNU/WNZ 50,600, -3-13 last; appr 28% 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.