Free Trial

*** Very early roll update as June...>

US TSY FUTURES
US TSY FUTURES: *** Very early roll update as June takes lead from March later
in month (first notice February 28). Started seeing legged roll volume last
week, but as can be seen below has yet to really take off. March future's
staggered expiration on March 20 for 10s, 30s and Ultras, and March 29 for 2s
and 5s. Latest volume:
* TUH/TUM appr 3.12 last; 8% complete
* FVH/FVM appr 2.5 last; 4% complete
* TYH/TYM appr 3.5 last; 2% complete
* USH/USM appr 22.0 last; 1% complete
* WNH/WNM appr 29.0 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.