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US TSY FUTURES: Early March'25-June'25 Roll Update

US TSY FUTURES
USBulletMarketsFixed Income BulletsNorth America

Tsy quarterly futures roll from March'25 to June'25 is just getting started. Volumes remain light with percentage complete less than 1% across the curve ahead the "First Notice" date on February 28. Current roll details:

  • TUH5/TUM5 appr 100 from -6.38 to -6.0, -6.12 last
  • FVH5/FVM5 appr 500 from -3.75 to -3.25, -3.25 last
  • TYH5/TYM5 appr 200 from -0.25 to +0.25, +0.25 last
  • UXYH5/UXYM5 less than 100 from 3.75, 3.75 last
  • USH5/USM5 appr 200 from 4.25 to +5.25, 5.0 last
  • WNH5/WNM5 less than 100 from 3.75 to 4.0, 3.75 last
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 20, 2s and 5s on March 31. March Tsy options expire February 21.
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Tsy quarterly futures roll from March'25 to June'25 is just getting started. Volumes remain light with percentage complete less than 1% across the curve ahead the "First Notice" date on February 28. Current roll details:

  • TUH5/TUM5 appr 100 from -6.38 to -6.0, -6.12 last
  • FVH5/FVM5 appr 500 from -3.75 to -3.25, -3.25 last
  • TYH5/TYM5 appr 200 from -0.25 to +0.25, +0.25 last
  • UXYH5/UXYM5 less than 100 from 3.75, 3.75 last
  • USH5/USM5 appr 200 from 4.25 to +5.25, 5.0 last
  • WNH5/WNM5 less than 100 from 3.75 to 4.0, 3.75 last
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 20, 2s and 5s on March 31. March Tsy options expire February 21.