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Early Dec/Mar Quarterly Futures Roll Update:

US TSY FUTURES
BulletMarketsFixed Income NewsHomepage

Latest Tsy quarterly futures roll volume from Dec'23 to Mar'23 summary below. "First Notice" date on November 30. Current markets:

    • TUZ/TUH 2,600 from -13.75 to -13.25, -13.25 last, appr 4% complete
    • FVZ/FVH 8,000 from -15.25 to -14.75, -14.75 last, appr 4% complete
    • TYZ/TYH 3,500 from -12.25 to -12.00, -12.0 last, appr 3% complete
    • UXYZ/UXYH 7,500 from -9.25 to -9.0, -9.25 last, appr 4% complete
    • USZ/USH 1,200 from -1.5 to -1.25, -1.25 last, appr 4% complete
    • WNZ/WNH 1,500 from -27.75 to -27.25, -28.0 last, appr 2% complete
  • Reminder, December futures won't expire until next month: 10s, 30s and Ultras on December 19, and the 29th for 2s and 5s.
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Latest Tsy quarterly futures roll volume from Dec'23 to Mar'23 summary below. "First Notice" date on November 30. Current markets:

    • TUZ/TUH 2,600 from -13.75 to -13.25, -13.25 last, appr 4% complete
    • FVZ/FVH 8,000 from -15.25 to -14.75, -14.75 last, appr 4% complete
    • TYZ/TYH 3,500 from -12.25 to -12.00, -12.0 last, appr 3% complete
    • UXYZ/UXYH 7,500 from -9.25 to -9.0, -9.25 last, appr 4% complete
    • USZ/USH 1,200 from -1.5 to -1.25, -1.25 last, appr 4% complete
    • WNZ/WNH 1,500 from -27.75 to -27.25, -28.0 last, appr 2% complete
  • Reminder, December futures won't expire until next month: 10s, 30s and Ultras on December 19, and the 29th for 2s and 5s.