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Sep/Dec Rolling Shifts Into Higher Gear

US TSY FUTURES

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 41,300 -1.38 last; appr 2% complete
  • FVU/FVZ appr 43,200 -3.75 last; appr 5% complete
  • TYU/TYZ appr 35,100 4.0 last; appr 4% complete
  • UXYU/UXYZ 48,200, -2-05.5 last; 2% complete
  • USU/USZ 34,700, 1-20.5 last; appr 5% complete
  • WNU/WNZ 44,200, -3-13.25 last; appr 3% complete

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