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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 68,700 -1.38 last; appr 10% complete
  • FVU/FVZ appr 225,800 -4.25 last; appr 11% complete
  • TYU/TYZ appr 286,500 3.25 last; appr 9% complete
  • UXYU/UXYZ 69,100, -2-06 last; appr 9% complete
  • USU/USZ 81,500, 1-20.75 last; appr 15% complete
  • WNU/WNZ 79,000, -3-18.25 last; appr 16% complete

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