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AUSSIE BONDS

Semi Bond Launch Adds Local Element To Broader Weakness

CHINA PRESS

China Repo Rates Diverge On Monday

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Quarterly Futures Roll Update

US TSY FUTURES

Late session roll update: 10s continue to lead volume, surge in 30Y Ultra-Bond as well. August 31 first notice (Dec futures take lead quarterly position). Current roll markets:

  • TUU/TUZ 2,600 from 5.25 to 5.38, 5.25 last
  • FVU/FVZ 10,600 from 14.5-15.25, 14.75 last
  • TYU/TYZ 36,800 from 18.25 to 19.0, 18.25 last
  • UXYU/UXYZ 10,400, 1-28.5 last
  • USU/USZ 5,100 from 1-17.25 to 1-17.75, 1-17.5 last
  • WNU/WNZ 18,500, 1-23 last
Note, September futures expire next month: 10s, 30s and Ultras on September 21, September 30 for 2s and 5s.

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