CORRECTED-MNI: Fed's Hammack-Near Or At Time To Slow Rate Cuts

MNI BRIEF: Fed's Goolsbee Sees Rates Fair Bit Lower In A Year

CANADA JOBLESS RATE +6.8% VS FORECAST +6.6%, PRIOR +6.5%

MNI China Daily Summary: Friday, December 6

MNI: PBOC Net Drains CNY288.1 Bln via OMO Friday

MNI: PBOC Sets Yuan Parity Lower At 7.1848 Fri; -1.64% Y/Y

MNI: UNIV OF MICHIGAN CONSUMER SENTIMENT PRELIMINARY DEC INDEX 74.0

CANADA NOV IVEY PURCHASING MANAGERS INDEX 52.3 SA

EZ/UK Bond Supply Calendar: Austria, UK Auction on Tuesday

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 Tsy Roll Update: Well Underway

US TSY FUTURES

Tsy quarterly futures roll from Dec'22 to Mar'23 is well underway w/ first notice date next week Wednesday, November 30. Current markets:

    • TUZ/TUH 32,300 from -9.25 to -8.62, -8.75 last, 8% complete
    • FVZ/FVH 10,900 from -10.75 to -10.25, -10.25 last, 6% complete
    • TYZ/TYH 82,900 from -8.75 to -7.5, -8.25 last, 8% complete
    • UXYZ/UXYH 6,500 from -2.0 to -1.25, -1.5 last, 5% complete
    • USZ/USH 7,200 from 5.75 to 6.25, 5.75 last, 8% complete
    • WNZ/WNH 29,900 from -15.75 to -15.00, -15.25 last, 12% complete
  • Reminder, Dec futures won't expire until next month: 10s, 30s and Ultras on December 20, December 30 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.