US TSY FUTURES: June'25-September'25 Roll Update
May-21 12:35
Tsy quarterly futures roll volumes from June'25 to September'25 outlined below. The 5Y leading the process with approximately 17% complete, followed by 10s at 13% complete. Still a long way to go ahead the "First Notice" date on May 30. Current roll details:
- TUM5/TUU5 appr 85,500 from -9.12 to -8.62, -8.62 last, appr 8% complete
- FVM5/FVU5 appr 406,600 from -3.75 to -3.0, -3.25 last, appr 17% complete
- TYM5/TYU5 appr 222,200 from -1.5 to -0.5, -0.75 last, appr 13% complete
- UXYM5/UXYU5 appr 26,700 from 3.75 to 4.0, 3.75 last, appr 6% complete
- USM5/USU5 appr 22,600 from 10.0 to 12.75, 10.75 last, appr 9% complete
- WNM5/WNU5 appr 24,700 from 6.25 to 6.75, 6.5 last, appr 7% complete
- Reminder, June futures won't expire until next month: 10s, 30s and Ultras on June 18, 2s and 5s on June 30. June Tsy options, however, expire May 23.
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US TSY OPTIONS: Jun'25 10Y Ratio Put Spread
Apr-21 12:35
- 11,179 TYM5 108/111 2x1 put spds, 32 ref 110-25.5
US TSY FUTURES: BLOCK: Large Jun'25 2Y Buy
Apr-21 12:31
- +20,000 TUM5 103-26.5, buy through 103-26 post time offer at 0815:05ET, DV01 $736,000. The 2Y contract trades 103-26.5 last (+1.12).
PIPELINE: Corporate Bond Roundup: American Express 5Pt on Tap
Apr-21 12:30
The last time American Express issued debt was just three months ago on January 28: $3B total w/ $1.45B 6NC5 +75, $300M 6NC5 SOFR+102, $$1.25B 11NC10 +90
- Date $MM Issuer (Priced *, Launch #)
- 04/21 $Benchmark American Express 4NC3 +125a, 4NC3 SOFR, 6NC5 +135a, 6NC5 SOFR, 11NC10 +155a
- 04/21 $700M Excelerate Energy 5NC2
- 04/21 $2B QXO Inc. 7NC3 investor calls
