Free Trial

Spreads trade on legs

US TSY FUTURES
  • Still a little early for US rolls, first notice on the 31st, and should really start to pick up next week.
  • USA trades on legs:
  • USM3 6k at 126.31.
  • USU3 6k at 127.07.
  • Spread is -06¾ /-06+, and the Sep contract has traded 21.6k lots, so more spread have been done on legs.
  • Similar in the 5yr, with 132.5k spread traded outright.

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.