Free Trial

*** Current 2Y leads Dec/Mar roll....>

US TSY FUTURES
US TSY FUTURES: *** Current 2Y leads Dec/Mar roll volume. Expect surge in volume
w/ mkt closed for Thanksgiving holiday Thursday, Nov 28, Nov 29 first notice
(March futures take lead quarterly position) a shortened session. Dec futures
don't expire until mid-late Dec (10s, 30s and Ultras on 12/19, 2s & 5s 12/31).
Update:
* TUZ/TUH appr 33,300 from -6.12 to -5.75, -5.88 last; 13% complete
* FVZ/FVH appr 3,200 from -10.0 to -9.5, -9.75 last; 9% complete
* TYZ/TYH appr 10,600 from -0.75 to -0.25, -0.5 last; 9% complete
* UXYZ/UXYH 1,400 from -1-12.25 to -1-11.75, -1-11.75 last; 2% complete
* USZ/USH appr <1,000 from 26.0 to 26.25, 26.0 last; 6% complete
* WNZ/WNH appr <1,000 from 24.25 to 24.5, 24.5 last; 4% complete

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.