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Way Too Early For the Roll!

US TSY FUTURES
  • Over 22,500 Sep/Dec 30Y ultra-bond spds trade on screen last couple minutes, 1-23.25 to 1-23.

First notice date still a month away (August 31) while the staggered expiration for Sep'21 futures starts on September 21 for 10s, ultras and 30s, 2s and 5s on September 30.

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