Free Trial

Roll, Wrapping It 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 626,000 from 0.50 to 0.88, 0.62 last; 85% complete
  • FVH/FVM 1,284,000 from 11.5 to 12.5, 12.0 last; 83% complete
  • TYH/TYM 878,000 from 1-02.25 to 1-03.25, 1-02.75 last; 83% complete
  • UXYH/UXYM 300,000, from 1-17.75 to 1-19.25, 1-18.25 last; 82% complete
  • USH/USM 330,000 from 1-17 to 1-18, 1-17 last; 87% complete
  • WNH/WNM 222,000, 1-21.5 to 1-22.75, 1-21.75 last; 78% 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.