Free Trial

Sep'24-Dec'24 Roll Update

US TSY FUTURES

Early Tsy quarterly futures roll from Sep'24 to Dec'24 update below. Percentage complete mostly over 10% across the curve ahead the "First Notice" date on August 30. Current roll details:

  • TUU4/TUZ4 appr 116,800 from -17.25 to -16.75, -16.88 last, 10% complete
  • FVU4/FVZ4 appr 332,700 from -18.5 to -17.75, -18.25 last, 11% complete
  • TYU4/TYZ4 appr 191,800 from -19.25 to -18.5, -19.25 last, 12% complete
  • UXYU4/UXYZ4 appr 48,300 from -10.25 to -10.0, -10.25 last, 8% complete
  • USU4/USZ4 21,800 from -6.5 to -5.75, -6.0 last, 9% complete
  • WNU4/WNZ4 appr 24,300 from -1-00.75 to -1-00.25, -1-00.25 last, 12% complete
  • Reminder, September futures won't expire until next month: 10s, 30s and Ultras on September 19, 2s and 5s on September 23. Sep Tsy options expire tomorrow.

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.