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US TSY FUTURES: March'25/June'25 5Y Roll Surge

US TSY FUTURES
USBulletMarketsFixed Income BulletsNorth America

Tsy quarterly futures roll from March'25 to June'25 gets underway today with decent volume in 5s. Percentage complete remains low, less than 2% across the curve ahead the "First Notice" date on February 28. Current roll details:

  • TUH5/TUM5 appr 2,000 from -6.0 to -5.5, -5.75 last
  • FVH5/FVM5 appr 84,700 from -3.25 to -2.75, -2.75 last
  • TYH5/TYM5 appr 6,700 from -0.25 to +0.25, +0.0 last
  • UXYH5/UXYM5 less than 300 from 4.5 to 4.75, 4.75 last
  • USH5/USM5 appr 500 from 4.75 to 5.75, 5.25 last
  • WNH5/WNM5 less than 100 from 3.5 to 4.5, 4.25 last
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 20, 2s and 5s on March 31. March Tsy options expire February 21.
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Tsy quarterly futures roll from March'25 to June'25 gets underway today with decent volume in 5s. Percentage complete remains low, less than 2% across the curve ahead the "First Notice" date on February 28. Current roll details:

  • TUH5/TUM5 appr 2,000 from -6.0 to -5.5, -5.75 last
  • FVH5/FVM5 appr 84,700 from -3.25 to -2.75, -2.75 last
  • TYH5/TYM5 appr 6,700 from -0.25 to +0.25, +0.0 last
  • UXYH5/UXYM5 less than 300 from 4.5 to 4.75, 4.75 last
  • USH5/USM5 appr 500 from 4.75 to 5.75, 5.25 last
  • WNH5/WNM5 less than 100 from 3.5 to 4.5, 4.25 last
  • Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 20, 2s and 5s on March 31. March Tsy options expire February 21.