Free Trial

US Roll pace

US TSY FUTURES
  • A notable pick up in US roll, especially 10yr and 2yr, as a third of the early front Month volumes are spread related.
  • Pace is still expected to pick up going into the end of the week, while some investors might be taking the opportunity of the less volatile session, given the lack of Risk Events and Data for today.

ROLL PACE:

  • Ultra: 3%.
  • TBond: 2%.
  • Ultra 10: 3%.
  • TYA: 6%.
  • FVA: 4%.
  • TUA: 5%.

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.