MNI BRIEF: Fed's Goolsbee Taking Job Gains With Grain Of Salt

BRIEF: EU Says Engaging With China Over EV Trade Dispute

MNI BRIEF: Draghi Calls For Tariffs, Subsidies Against China

MNI BRIEF: China May M2 Slows To Record Low Again

MNI: PBOC Conducts CNY2 Bln Via OMO Fri; Liquidity Unchanged

CHINA PBOC INJECTS CNY2 BILLION VIA 7-DAY REVERSE REPOS FRI

US Treasury Auction Calendar

MNI: BAKER HUGHES US RIG COUNT 590; OIL RIGS 488; GAS RIGS 98

EZ/UK Bond Supply Calendar: Slovakia, Belgium, BoE APF Monday

RPT-MNI: Canada Sticks To Fiscal Anchors, Spends Chunk Of Windfall

MNI BRIEF: Poilievre Calls QE 'Scam' And Would Limit BOC Remit

MNI: Growth Drag From Net Zero Carbon Goal Can Be Offset-OECD

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

Mar'24/Jun'24 Roll Accelerating

US TSY FUTURES

Tsy quarterly futures roll volume from Mar'24 to Jun'24 is accelerating while % complete remains low ahead February 29 "First Notice" date. Current roll details:

  • TUH/TUM 79,700 from -16.00 to -15.25, -15.75 last, 3% complete
  • FVH/FVM 115,800 from -13.00 to -12.25, -13.0 last, 3% complete
  • TYH/TYM 114,500 from -17.75 to -16.5, -17.5 last, 3% complete
  • UXYH/UXYM 66,500 from -6.5 to -5.75, -6.0 last, 1% complete
  • USH/USM 17,500 from -0.75 to -0.25, -0.25 last, 1% complete
  • WNH/WNM 21,900 from -1-26.5 to -1-24, -1-26 last, 2% complete
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 19, and the 28th for 2s and 5s.
BulletMarketsFixed Income BulletsHomepage
BulletMarketsFixed Income BulletsHomepage

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.