Free Trial

Late session Mar/Jun futures roll....>

US TSY FUTURES
US TSY FUTURES: Late session Mar/Jun futures roll update. Friday, February 28 is
first notice (June futures take lead quarterly position). March futures don't
expire until mid-late March (10s, 30s and Ultras on 3/20, 2s & 5s 3/31). Session
volume and % complete update:
* TUH/TUM appr 42,200 from -5.88 to -5.5, -5.5 last; 11% complete
* FVH/FVM appr 23,300 from -12.5 to -12.0, -12.0 last; 8% complete
* TYH/TYM appr 6,100 from 3.75 to 4.25, 4.25 last; 6% complete 
* UXYH/UXYM appr 2,000 from 10.0 to 10.5, 10.25 last 
* USH/USM appr 1,000 from 30.5; 9% complete
* WNH/WNM appr 19,500 from -24.5 to -23.5, -23.75 last; 11% complete

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.