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March Futures Roll Nearly Complete, June Leads Monday

US TSY FUTURES

March/June roll 90%-94% complete, Jun'22 futures taking lead quarterly position on February 28 (First Notice date). Current roll markets:

  • TUH/TUM 36,000 from 11.25 to 11.88, 11.62 last, 91% complete
  • FVH/FVM 62,800 from 10.5 to 11.0, 10.75 last, 90% complete
  • TYH/TYM 107,800 from 1.25 to 2.5, 2.0 last, 92% complete
  • UXYH/UXYM 13,700 from 26.0 to 27.25, 27.0 last, 93% complete
  • USH/USM 12,700 from -1-24.75 to -1-21.25, 1-22.25 last, 93% complete
  • WNH/WNM 12,200 from -1-20.5 to -1-15.25, -1-19.25 last, 94% complete

* Note, March futures won't expire until next month: 10s, 30s and Ultras on March 22, March 31 for 2s and 5s.

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