Tsy quarterly futures roll from Dec'24 to Mar'24 update below. Volumes remain light while percentage complete at 2-3% across the curve ahead the "First Notice" date on November 29. Current roll details:

• TUZ4/TUH5 appr 23,900 from -7.12 to -6.12, -6.88 last
• FVZ4/FVH5 appr 39,800 from -6.25 to -5.5, -6.25 last
• TYZ4/TYH5 appr 73,100 from -5.25 to -4.25, -5.0 last
• UXZU4/UXYH5 11,800 from -8.75 to -7.75, -8.25 last
• USZ4/USH5 28,500 from -5.0 to -3.75, -4.5 last
• WNZ4/WNH5 5,400 from -3.25 to -2.5, -3.25 last
• Reminder, December futures won't expire until next month: 10s, 30s and Ultras on December 19, 2s and 5s on December 22. December options expire November 22.