US TSY FUTURES: March'25/June'25 Roll Update: Winding Down
Feb-26 11:38
The latest Tsy quarterly futures from March'25 to June'25 below. Winding down after Tuesday's heavy volume, June taking lead quarterly this Friday. Current roll details:
- TUH5/TUM5 appr 111,600 from -7.5 to -7.0, -7.25 last, 85% complete
- FVH5/FVM5 appr 254,500 from -5.0 to -4.25, -4.75 last, 82% complete
- TYH5/TYM5 appr 277,500 from -1.0 to -0.25, -0.75 last, 85% complete
- UXYH5/UXYM5 appr 53,500 from 3.25 to 3.75, 3.25 last, 86% complete
- USH5/USM5 appr 95,100 from 8.0 to 9.0, 8.0 last, 78% complete
- WNH5/WNM5 appr 20,400 from 4.0 to 5.0, 4.25 last, 85% complete
- Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 20, 2s and 5s on March 31.
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OPTIONS: Expiries for Jan27 NY cut 1000ET (Source DTCC)
Jan-27 11:34
- EUR/USD: $1.0500(E729mln)
- USD/JPY: Y155.95-00($1.6bln)
- EUR/JPY: Y163.00(E565mln)
- AUD/USD: $0.6300(A$778mln)
- USD/CAD: C$1.4275($600mln)
- USD/CNY: Cny7.6000($2.1bln)
US 10YR FUTURE TECHS: (H5) Approaching The 50-Day EMA
Jan-27 11:32
- RES 4: 110-25 High Dec 12
- RES 3: 110-19 76.4% retracement of the Dec 6 - Jan 13 bear leg.
- RES 2: 109-31 High Dec 18
- RES 1: 109-12+ 50-day EMA
- PRICE: 109-11 @ 11:21 GMT Jan 27
- SUP 1: 108-00/107-06 Low Jan 16 / 13 and the bear trigger
- SUP 2: 107-04 Low Apr 25 ‘24 and a key support
- SUP 3: 107-00 Round number support
- SUP 4: 106-11 2.00 proj of the Oct 1 - 14 - 16 price swing
The medium-term trend condition in Treasury futures is down, however a bullish short-term cycle highlights an ongoing corrective phase and the contract is trading higher today. Attention is on 109-12+, the 50-day EMA. A clear break of this EMA is required to strengthen a bullish theme. This would open 109-31, the Dec 18 high. The bear trigger is unchanged at 107-06, the Jan 13 low. Initial support has been defined at 108-00, the Jan 16 low.
LOOK AHEAD: Monday Data Calendar:Regional Fed Data, Home Sales, 2Y/5Y Note Sales
Jan-27 11:30
- US Data/Speaker Calendar (prior, estimate)
- 27-Jan 0830 Chicago Fed Nat Activity Index (-.12, -.06)
- 27-Jan 1000 New Home Sales (664k, 672k), MoM (5.9%, 6.6%)
- 27-Jan 1030 Dallas Fed Mfg Activity (3.4, -3.0)
- 27-Jan 1130 US Tsy $69B 2Y note (91282CMH1) & $72B 26W bill auctions
- 27-Jan 1300 US Tsy $72B 5Y note (91282CMG3) & $84B 13W bill auctions
