Free Trial

Rolling Over In A Hurry

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 798,000 -1.12 last; appr 65% complete
  • FVU/FVZ appr 1,551,800 -3.5 last; appr 66% complete
  • TYU/TYZ appr 1,542,200 4.75 last; appr 67% complete
  • UXYU/UXYZ 322,200, -2-03 last; appr 63% complete
  • USU/USZ 277,000, 1-21 last; appr 70% complete
  • WNU/WNZ 371,100, -3-12.75 last; appr 69% 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.