Latest Tsy Sep/Dec roll volumes below. Expect volume surge this week ahead First notice date (Dec takes lead) on Wednesday August 31. Current markets:
- TUU/TUZ 8,300 from 3.75 to 4.38, 3.88 last, 4% complete
- FVU/FVZ 27,400 from -2.75 to -2.00, -2.75 last, 7% complete
- TYU/TYZ 25,100 from -4.0 to -3.25, -3.5 last, 7% complete
- UXYU/UXYZ 3,600 from 20.5, 1% complete
- USU/USZ 12,600 from 17.75 to 24.25, 21.75 last, 2% complete
- WNU/WNZ 5,400 from 6.75 to 7.75, +7.5 last, 7% complete
- Reminder, Sep futures won't expire until next month: 10s, 30s and Ultras on September 21, September 30 for 2s and 5s.