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Quarterly Futures Roll Over 75% Complete

US TSY FUTURES

Late roll update: most over 75% complete, 10s still lagging a little. Dec futures take lead quarterly position next Tuesday. Current lvls:

  • TUU/TUZ 830,3500 from 5.12 to 5.5, 5.38 last; 73% complete
  • FVU/FVZ 1,302,800 from 15.0-16.0, 15.25 last; 75% complete
  • TYU/TYZ 1,277,800 from 18.25 to 19.0, 18.75 last; 68% complete
  • UXYU/UXYZ 375,000, 1-28.5 last; 80% complete
  • USU/USZ 370,700 from 1-17.25 to 1-18, 1-17.5 last; 74% complete
  • WNU/WNZ 426,100, 1-24 last; 78% complete
Note: September futures expire next month: 10s, 30s and Ultras on September 21, September 30 for 2s and 5s.

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