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Heavy Mar'23/Jun'23 Roll Volume

US TSY FUTURES

Heavy early volumes as Tsy quarterly futures roll from Mar'23 to Jun'23 continues. First notice date of Tuesday, February 28. Current markets:

    • TUH/TUM 66,500 from -9.62 to -8.75, -8.75 last, appr 9% complete
    • FVH/FVM 208,800 from -14.75 to -13.75, -14.25 last, appr 10% complete
    • TYH/TYM 201,600 from -17.00 to -15.25, -15.25 last, appr 7% complete
    • UXYH/UXYM 24,100 from 1.25 to 1.75, 1.75 last, appr 4% complete
    • USH/USM 20,000 from -1-02.75 to -1-00.25, -1-01 last, 5% complete
    • WNH/WNM 44,300 from -19.75 to -18.5, -18.75 last, 9% complete
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 22, 2s and 5s on March 31.

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