MNI BRIEF: China Passenger Car Sales Up In November Y/Y

MNI China Daily Summary: Monday, December 9

MNI BRIEF: China To Strengthen Policy Easing In 2025: Poliburo

MNI BRIEF: Mexico Inflation Down To 4.55% In November

MNI BRIEF: China Nov CPI Slows To 5-Month Low Of 0.2% Y/Y

MNI: PBOC Sets Yuan Parity Higher At 7.1870 Mon; -1.39% Y/Y

MNI JAPAN Q3 GDP REV +0.3% Q/Q; PRELIM +0.2%; MEDIAN +0.2%

MNI: UNIV OF MICHIGAN CONSUMER SENTIMENT PRELIMINARY DEC INDEX 74.0

CANADA NOV IVEY PURCHASING MANAGERS INDEX 52.3 SA

MNI EXCLUSIVE: EU-Mercosur Deal Close, But Likely Short-Lived - Officials

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

Dec/Mar Quarterly Futures Roll Update, Volume Surge, 5Y >1M

US TSY FUTURES

Latest Tsy quarterly futures roll volume from Dec'23 to Mar'23 summary below. March '24 futures take lead quarterly position on November 30 (First Notice date). Current markets:

    • TUZ/TUH 425,500 from -14.38 to -13.50, -14.25 last, appr 14% complete
    • FVZ/FVH 1,001,000 from -16.25 to -15.25, -16.0 last, appr 13% complete
    • TYZ/TYH 677,100 from -12.75 to -12.0, -12.5 last, appr 10% complete
    • UXYZ/UXYH 185,300 from -9.5 to -9.0, -9.5 last, appr 16% complete
    • USZ/USH 111,400 from -2.25 to -1.0, -2.0 last, appr 11% complete
    • WNZ/WNH 151,900 from -29.75 to -28.5, -28.75 last, appr 7% complete
  • Reminder, December futures won't expire until next month: 10s, 30s and Ultras on December 19, and the 29th for 2s and 5s.
BulletMarketsFixed Income BulletsHomepage
BulletMarketsFixed Income BulletsHomepage

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.