Free Trial

*** Roll update: Dec futures don't...>

US TSY FUTURES
US TSY FUTURES: *** Roll update: Dec futures don't expire until mid-late
December (10s, 30s and Ultras on 12/19, 2s & 5s 12/31) -- Dec/Mar rolling
starting to occur ahead first notice (where March futures take lead quarterly
position) only three weeks away (Nov 29). Update:
* TUZ/TUH appr 39,300 from -5.75 to -4.62, -4.75 last; 7% complete
* FVZ/FVH appr 34,100 from -9.75 to -8.0, -8.25 last; 5% complete
* TYZ/TYH appr 26,100 from -0.75 to 1.75, 1.75 last; 5% complete
* UXYZ/UXYH N/A
* USZ/USH appr 3,900 from 26.25 to 27.75, 27.0 last; 1% complete
* WNZ/WNH appr 500 from 24.5 to 25.0, 24.75 last; 1% complete

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.