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Roll pace update

  • US Treasuries saw some downside moves in the spreads, although more stable in 10yr and 2yr, the USZ2/H3 and FVZ2/H3 were trading through the November lows yesterday.
  • USZ2/H3 is now at 5.25 vs 3.75.
  • FVZ2/H3 is at -11.25 vs -11.75 low yesterday.


  • Ultra Bond: 55.0% (above pace).
  • TBond; 56.0% (above pace).
  • Ultra 10: 54.5% (above pace).
  • TYA: 48.0% (above pace).
  • FVA: 49.5% (above pace).
  • TUA: 57.0% (above pace).

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