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Late Session Roll Update: 10Y Leads

US TSY FUTURES

Dec/Mar roll volume accelerates ahead Nov 30 "first notice" date approaches, position holders contend with shortened Thanksgiving holiday workweek. Dec futures won't expire until mid-late December: 10s, 30s and Ultras on 12/21; 2s & 5s 12/31.

  • TUZ/TUH appr 104,900 0.25 last; 7% complete
  • FVZ/FVH appr 268,900 -10.0 last; 7% complete
  • TYZ/TYH appr 323,000 12.5 last; 7% complete
  • UXYZ/UXYH under 98,100, 19.0 last; 7% complete
  • USZ/USH 81,300, -1-10.5 last; 8% complete
  • WNZ/WNH 156,300, 1-20.5 last; 4% complete

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