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US TSY FUTURES: Early March'25/June'25 Treasury Futures Roll Update

US TSY FUTURES
USBulletMarketsFixed Income BulletsNorth America

Details of the latest Tsy quarterly futures from March'25 to June'25 below, FVH5/FVM5 continues to lead volumes while overall percentage complete remains low, appr 2%-5% across the curve ahead the "First Notice" date on February 28. Current roll details:

  • TUH5/TUM5 appr 16,100 from -5.25 to -4.62, -5.0 last
  • FVH5/FVM5 appr 134,600 from -2.25 to -1.0, -2.0 last
  • TYH5/TYM5 appr 10,800 from 0.25 to 0.75, 0.5 last
  • UXYH5/UXYM5 appr 1,000 from 4.5 to 5.0, 4.5 last
  • USH5/USM5 less than 600 from 6.25 to 7.0, 6.5 last
  • WNH5/WNM5 less than 600 from 4.0 to 4.75, 4.5 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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Details of the latest Tsy quarterly futures from March'25 to June'25 below, FVH5/FVM5 continues to lead volumes while overall percentage complete remains low, appr 2%-5% across the curve ahead the "First Notice" date on February 28. Current roll details:

  • TUH5/TUM5 appr 16,100 from -5.25 to -4.62, -5.0 last
  • FVH5/FVM5 appr 134,600 from -2.25 to -1.0, -2.0 last
  • TYH5/TYM5 appr 10,800 from 0.25 to 0.75, 0.5 last
  • UXYH5/UXYM5 appr 1,000 from 4.5 to 5.0, 4.5 last
  • USH5/USM5 less than 600 from 6.25 to 7.0, 6.5 last
  • WNH5/WNM5 less than 600 from 4.0 to 4.75, 4.5 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.