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Sep/Dec Roll Volume Surge

US TSY FUTURES

Tsy Sep/Dec roll volumes surging this morning. First notice date (Dec takes lead) on Wednesday August 31. Current markets:

    • TUU/TUZ 98,600 from 3.5 to 4.62, 3.62 last, 7% complete
    • FVU/FVZ 281,600 from -2.5 to -1.75, -2.25 last, 12% complete
    • TYU/TYZ 158,600 from -3.5 to -2.75, -3.0 last, 13% complete
    • UXYU/UXYZ 13,900 from 20.5 to 21.25, 4% complete
    • USU/USZ 28,500 from 18.25 to 20.25, 19.5 last, 4% complete
    • WNU/WNZ 50,700 from 7.0 to 8.25, +7.75 last, 15% complete
  • Reminder, Sep futures won't expire until next month: 10s, 30s and Ultras on September 21, September 30 for 2s and 5s.

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