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Sep/Dec Roll Update

US TSY FUTURES

Sep/Dec rolling well underway now ahead Aug 31 "first notice" date when Dec takes lead quarterly. 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 48,000 -1.25 last; appr 4% complete
  • FVU/FVZ appr 116,900 -3.75 last; appr 6% complete
  • TYU/TYZ appr 71,300 3.75 last; appr 5% complete
  • UXYU/UXYZ 20,400, -2-06 last; appr 5% complete
  • USU/USZ 20,500, 1-20.75 last; appr 8% complete
  • WNU/WNZ 56,100, -3-16.25 last; appr 6% complete
BulletMarketsFixed Income Bullets
BulletMarketsFixed Income Bullets

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