Free Trial

Early Mar'23/Jun'23 Roll Update

US TSY FUTURES

Percentage complete climbing over 50% ahead next Tuesday's First notice date when June takes lead. Current markets:

    • TUH/TUM 179,600 from -9.38 to -8.88, -9.0 last, appr 51% complete
    • FVH/FVM 229,000 from -13.75 to -13.00, -13.25 last, appr 55% complete
    • TYH/TYM 316,000 from -16.25 to -15.75, -16.00 last, appr 56% complete
    • UXYH/UXYM 34,500 from 1.0 to 1.5, 1.25 last, appr 50% complete
    • USH/USM 19,000 from -1-01.75 to -1-00.5, -1-03.75 last, 50% complete
    • WNH/WNM 19,100 from -19.0 to -18.25, -18.5 last, 52% complete
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 22, 2s and 5s on March 31.

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.