Free Trial

Early Mar'24/Jun'24 Roll Update

US TSY FUTURES

Latest Tsy quarterly futures roll volume from Mar'24 to Jun'24, percentage complete below. Jun'24 takes lead on February 29 "First Notice" date. Current roll details:

  • TUH/TUM 301,100 from -15.25 to -14.62, -15.12 last, 32% complete
  • FVH/FVM 1,160,000 from -13.00 to -12.25, -12.5 last, 35% complete
  • TYH/TYM 824,700 from -17.0 to -16.0, -16.25 last, 36% complete
  • UXYH/UXYM 111,100 from -6.0 to -5.5, -5.75 last, 28% complete
  • USH/USM 81,100 from -0.5 to 0.5, -0.25 last, 28% complete
  • WNH/WNM 62,200 from -1-25.75 to -1-24.75, -1-25.75 last, 25% complete
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 19, and the 28th for 2s and 5s. March options expire today.

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.