Free Trial

Sellers Dominate Early Sydney Roll Flows

AUSSIE BONDS

A quick summary of Sydney futures roll activity ahead of Thursday’s U2 contract expiry:

  • ~84K lots of the YM roll spread have traded, covering 9.8-9.0, with a near 3 to 1 split in terms of trading on the bid and offer since the open. Market last 8.6/8.8.
  • ~285K lots of the XM roll spread have traded, from 3.3 down to 3.0, with only ~12K lots trading on the offer since the open. Market last 3.0/3.1.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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.