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Midday Roll Update, Near 50% Complete


March/June volumes update. First notice: Friday, Feb 26. March futures expire in mid-late March: 10s, 30s and Ultras on March 22, 2s and 5s on March 31. Current markets

  • TUH/TUM 815,000 from 0.75 to 1.12, 0.75 last; 48% complete
  • FVH/FVM 1,262,000 from 11.5 to 12.25, 11.75 last; 48% complete
  • TYH/TYM 1,656,000 from 1-02.5 to 1-03.25, 1-02.75 last; 42% complete
  • UXYH/UXYM 448,000, from 1-17 to 1-18.75, 1-18.25 last; 49% complete
  • USH/USM 230,000 from 1-17.5 to 1-18, 1-17.75 last; 45% complete
  • WNH/WNM 173,000, 1-22.25 to 1-22.75, 1-22.5 last; 50% complete

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