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December/March Rolls, 10Y Leads Surge

US TSY FUTURES

Dec/Mar roll volume accelerates ahead Nov 30 "first notice" date approaches, position holders contend with shortened Thanksgiving holiday workweek. Dec futures won't expire until mid-late December: 10s, 30s and Ultras on 12/21; 2s & 5s 12/31.

  • TUZ/TUH appr 60,300 0.125 last; 6% complete
  • FVZ/FVH appr 258,800 -10.25 last; 7% complete
  • TYZ/TYH appr 315,300 12.5 last; 7% complete
  • UXYZ/UXYH under 84,700, 19.0 last; 7% complete
  • USZ/USH 60,200, -1-10.5 last; 7% complete
  • WNZ/WNH 152,500, 1-20.5 last; 4% complete

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