Free Trial
USDCAD TECHS

Key Support Remains Exposed

AUDUSD TECHS

Pullback Extends, But Still Looks Corrective in Nature

US TSYS

FED Remains in Play Post-NFP/ISM Data

Real-time Actionable Insight

Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.

Free Access

Late Dec/Mar Tsy Roll Level Update

US TSY FUTURES

Tsy quarterly futures roll from Dec'22 to Mar'23 expiry is underway, decent volumes by the bell. First notice date is Wednesday, November 30. Current markets:

    • TUZ/TUH 89,300 from -9.38 to -8.5, -8.88 last, 6% complete
    • FVZ/FVH 98,500 from -11.0 to -10.25, -10.25 last, 5% complete
    • TYZ/TYH 140,300 from -9.0 to -8.5, -8.5 last, 5% complete
    • UXYZ/UXYH 52,100 from -2.25 to -1.25, -1.5 last, 2% complete
    • USZ/USH 33,300 from 6.0 to 6.75, 6.0 last, 6% complete
    • WNZ/WNH 72,800 from -15.5 to -14.25, -15.25 last, 5% complete
  • Reminder, Dec futures won't expire until next month: 10s, 30s and Ultras on December 20, December 30 for 2s and 5s.
99 words

To read the full story

Why Subscribe to

MarketNews.com

MNI is the leading provider

of news and intelligence specifically for the Global Foreign Exchange and Fixed Income Markets, providing timely, relevant, and critical insight for market professionals and those who want to make informed investment decisions. We offer not simply news, but news analysis, linking breaking news to the effects on capital markets. Our exclusive information and intelligence moves markets.

Our credibility

for delivering mission-critical information has been built over three decades. The quality and experience of MNI's team of analysts and reporters across America, Asia and Europe truly sets us apart. Our Markets team includes former fixed-income specialists, currency traders, economists and strategists, who are able to combine expertise on macro economics, financial markets, and political risk to give a comprehensive and holistic insight on global markets.

Tsy quarterly futures roll from Dec'22 to Mar'23 expiry is underway, decent volumes by the bell. First notice date is Wednesday, November 30. Current markets:

    • TUZ/TUH 89,300 from -9.38 to -8.5, -8.88 last, 6% complete
    • FVZ/FVH 98,500 from -11.0 to -10.25, -10.25 last, 5% complete
    • TYZ/TYH 140,300 from -9.0 to -8.5, -8.5 last, 5% complete
    • UXYZ/UXYH 52,100 from -2.25 to -1.25, -1.5 last, 2% complete
    • USZ/USH 33,300 from 6.0 to 6.75, 6.0 last, 6% complete
    • WNZ/WNH 72,800 from -15.5 to -14.25, -15.25 last, 5% complete
  • Reminder, Dec futures won't expire until next month: 10s, 30s and Ultras on December 20, December 30 for 2s and 5s.