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Roll Volume Picking Up

US TSY FUTURES

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 roll markets

  • TUH/TUM 81,200 from 0.75 to 1.0, 1.0 last
  • FVH/FVM 104,000 from 11.0 to 11.5, 11.0 last
  • TYH/TYM 96,100 from 1-02.75 to 1-03, 1-02.75 last
  • UXYH/UXYM 42,400, from 1-16.75 to 1-17.75, 1-17.5 last
  • USH/USM 31,900 from 1-17 to 1-18, 1-17.5 last
  • WNH/WNM 34,000, 1-22 to 1-22.75, 1-22.25 last

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