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Roll Completion Update & Sell-Side Bias


Below is a quick summary of the current futures roll completion % (as of yesterday's close) and the variance in sell-side bias re: directionality of the price of the rolls (based on the reports we have seen):

ContractRoll Completion (As Of Yesterday's Close)Sell-Side Bias Variance On Roll Price Level
TU5%Bearish to Neutral
FV4%Bearish to Modestly Bearish
TY6%Modestly Bearish
UXY3%Bearish to Neutral
US2%Modestly Bearish to Bullish
WN3%Bearish to Mildly Bullish
MNI London Bureau | +44 0203-865-3809 |
MNI London Bureau | +44 0203-865-3809 |

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