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

• TUZ4/TUH5 appr 14,200 from -6.75 to -6.0, -6.62 last
• FVZ4/FVH5 appr 15,700 from -6.0 to -5.5, -5.75 last
• TYZ4/TYH5 appr 19,000 from -4.75 to -4.0, -4.5 last
• UXZU4/UXYH5 2,500 from -7.75 to -7.5, -7.75 last
• USZ4/USH5 23,600 from -4.5 to -3.5, -4.5 last
• WNZ4/WNH5 2,400 from -2.5 to -1.5, -2.5 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.