Free Trial

Late Mar/Jun Tsy Roll Update

US TSY FUTURES

Late session quarterly futures roll from Mar'23 to Jun'23 expiry update, short end volumes leading ahead First notice date of Tue, February 28. Current markets:

    • TUH/TUM 74,000 from -9.62 to -9.0, -9.25 last, appr 4% complete
    • FVH/FVM 91,000 from -15.0 to -14.5, -14.5 last, appr 6% complete
    • TYH/TYM 38,800 from -17.0 to -16.0, -16.5 last, appr 4% complete
    • UXYH/UXYM 11,000 from 1.0 to 1.5, 1.25 last, appr 1% complete
    • USH/USM 13,000 from -1-05.75 to -100.25, -1-01.5 last, 3% complete
    • WNH/WNM 18,400 from -19.75 to -19.0, -19.75 last, 5% complete
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 22, 2s and 5s on March 31.

To read the full story

Close

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.