Free Trial

Dec/Mar Roll Update: 5Y, 10Y Over 1M

US TSY FUTURES

Heavy start to shortened week. Position holders scrambling to roll from Dec to Mar with shortened Thanksgiving holiday work week ahead Nov 30 "first notice". Dec futures won't expire until mid-late December: 10s, 30s and Ultras on 12/21; 2s & 5s 12/31.

  • TUZ/TUH appr 778,000 0.125 last; 35% complete
  • FVZ/FVH appr 1,127,900 -10.25 last; 39% complete
  • TYZ/TYH appr 1,022,900 12.50 last; 27% complete
  • UXYZ/UXYH appr 320,348, 18.75 last; 388% complete
  • USZ/USH appr 417,700, -1-11.25 last; 34% complete
  • WNZ/WNH appr 263,800, 1-21 last; 41% 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.