Tsy quarterly futures roll from Dec'24 to Mar'24 update below. Volumes accelerating ahead next week's "First Notice" date on November 29 approaches. Current roll details:

• TUZ4/TUH5 appr 228,500 from -7.12 to -6.75, -7.0 last; 11% complete
• FVZ4/FVH5 appr 768,900 from -6.5 to -6.0, -6.0 last; 13% complete
• TYZ4/TYH5 appr 238,900 from -5.25 to -4.75, -5.25 last; 10% complete
• UXZU4/UXYH5 140,200 from -8.75 to -8.0, -8.25 last; 6% complete
• USZ4/USH5 45,300 from -5.25 to -4.0, -5.0 last; 15% complete
• WNZ4/WNH5 under 54,300 from -3.5 to -2.5, -3.25 last; 9% complete
• 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.