Free Trial

*** Late roll update, volume.........>

US TSY FUTURES
US TSY FUTURES: *** Late roll update, volume decent but tapering off ahead
Wednesday's first notice date (June futures go "top step" on February 28). March
future's staggered expiration on March 20 for 10s, 30s and Ultras, and March 29
for 2s and 5s. Latest volume:
* TUH/TUM appr 401K from 7.5 to 8.25; 8.25 last
* FVH/FVM appr 688K from 9.25 to 10.25; 10.0 last
* TYH/TYM appr 930K from 18.0 to 19.25; 19.0 last
* USH/USM appr 107K from 1-00.25 to 1-00.75; 1-00.5 last
* WNH/WNM appr 96K from 26.25 to 26.75; 26.75 last

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.