© 1982-2023 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

MNI: FED'S POWELL STILL SEES POSSIBLE PATH TO SOFT LANDING

MNI: POWELL: FED PREPARED TO TIGHTEN FURTHER IF APPROPRIATE

FED'S GOOLSBEE: 'YOU CAN'T BACK OUT NOW' ON INFLATION FIGHT

MNI: BAKER HUGHES US RIG COUNT 625; OIL RIGS 505; GAS RIGS 116

EZ/UK T-Bill Calendar: Germany, Netherlands, France Due Monday

EZ/UK Bond Supply Calendar: BOE Long APF Operation on Monday

MNI BRIEF: Lawmakers Signal Tough Hearing For BOC's Macklem

MNI BRIEF:Macklem-Fiscal Policy Turning Unhelpful On CPI Fight

MNI BRIEF: Stabilizing Prices Helps BOC Turn Neutral-Freeland

Late Dec/Mar Quarterly Futures Roll Update: Volume Surge

US TSY FUTURES
Bullet Markets Fixed Income News Homepage

Latest Tsy quarterly futures roll volume from Dec'23 to Mar'23 summary below. "First Notice" date on November 30. Current markets:

    • TUZ/TUH 225,100 from -13.88 to -13.25, -13.75 last, appr 5% complete
    • FVZ/FVH 323,200 from -15.5 to -14.5, -15.25 last, appr 6% complete
    • TYZ/TYH 148,100 from -12.25 to -11.75, -12.0 last, appr 4% complete
    • UXYZ/UXYH 162,400 from -9.5 to -9.0, -9.25 last, appr 6% complete
    • USZ/USH 67,000 from -1.75 to -1.0, -1.5 last, appr 5% complete
    • WNZ/WNH 46,500 from -29.0 to -27.25, -28.75 last, appr 3% complete
  • Reminder, December futures won't expire until next month: 10s, 30s and Ultras on December 19, and the 29th for 2s and 5s.
101 words

To read the full story

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.

Latest Tsy quarterly futures roll volume from Dec'23 to Mar'23 summary below. "First Notice" date on November 30. Current markets:

    • TUZ/TUH 225,100 from -13.88 to -13.25, -13.75 last, appr 5% complete
    • FVZ/FVH 323,200 from -15.5 to -14.5, -15.25 last, appr 6% complete
    • TYZ/TYH 148,100 from -12.25 to -11.75, -12.0 last, appr 4% complete
    • UXYZ/UXYH 162,400 from -9.5 to -9.0, -9.25 last, appr 6% complete
    • USZ/USH 67,000 from -1.75 to -1.0, -1.5 last, appr 5% complete
    • WNZ/WNH 46,500 from -29.0 to -27.25, -28.75 last, appr 3% complete
  • Reminder, December futures won't expire until next month: 10s, 30s and Ultras on December 19, and the 29th for 2s and 5s.