Free Trial

5Y Roll Volume Surge, Buyers

US TSY FUTURES

Lead: March/June roll in 5Y nearing 300k. Percentage complete still rather low with first notice next Friday, Feb 26. March futures expire in mid-late March: 10s, 30s and Ultras on March 22, 2s and 5s on March 31. Current roll markets

  • TUH/TUM 20,000 from 0.88 to 1.0, 0.88 last
  • FVH/FVM 296,700 from 11.25 to 11.75, 11.75 last
  • TYH/TYM 45,700 from 1-02.25 to 1-02.75, 1-02.5 last
  • UXYH/UXYM 36,100, from 1-17.5 to 1-18, 1-17.75 last
  • USH/USM 9,200 from 1-17.25 to 1-17.75, 1-17.5 last
  • WNH/WNM 18,500, 1-22 to 1-22.5, 1-22 last

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.