Free Trial

*** Dec/Mar roll update ahead Nov....>

US TSY FUTURES
US TSY FUTURES: *** Dec/Mar roll update ahead Nov 29 first notice (March futures
take lead quarterly position). Dec futures don't expire until mid-late Dec (10s,
30s and Ultras on 12/19, 2s & 5s 12/31). Update:
* TUZ/TUH appr 18,800 from -5.88 to -5.62, -5.62 last; 12% complete
* FVZ/FVH appr 2,300 from -9.75 to -9.25, -9.50 last; 9% complete
* TYZ/TYH appr 4,900 from -0.50 to -0.25, -0.25 last; 8% complete
* UXYZ/UXYH 500 from -1-12 to -1-11.25, -1-11.25 last; 1% complete
* USZ/USH appr 4,800 from 26.0 to 26.25, 26.25 last; 5% complete
* WNZ/WNH appr <100, 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.