Free Trial

*** Early roll volume inflating......>

US TSY FUTURES: *** Early roll volume inflating respective lead quarterlies.
Reminder, mkt closed for Thanksgiving holiday next Thursday, Nov 28, Friday Nov
29 first notice (March futures take lead quarterly position) a shortened
session. Dec futures don't expire until mid-late Dec (10s, 30s and Ultras on
12/19, 2s & 5s 12/31). Update:
* TUZ/TUH appr 167,800 from -6.88 to -6.50, -6.75 last; 70% complete
* FVZ/FVH appr 281,300 from -10.75 to -10.25, -10.5 last; 71% complete
* TYZ/TYH appr 292,800 from -2.0 to -1.5, -2.0 last; 71% complete
* UXYZ/UXYH 50,400 from -1-12.5 to -1-11.25, -1-12 last; 58% complete
* USZ/USH appr 13,500 from 25.0 to 25.25, 25.0 last; 73% complete
* WNZ/WNH appr 61,100 from 22.7 to 23.0, 23.00 last; 71% complete

To read the full story



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.