Free Trial

30Y Bond Extending Highs

US TSY FUTURES

Yld curves bull flattening with long end extending top end late overnight highs, prop and real$ buying after mild selling from fast$, deal-tied rate-lock selling into strength across the curve. Long end volumes still rather muted while 10Y nears 325K.

  • 3M10Y -2.877, 78.61 (L: 78.61 / H: 82.055)
  • 2Y10Y -2.43, 70.272 (L: 70.272 / H: 73.523)
  • 2Y30Y -2.929, 145.442 (L: 145.376 / H: 149.507)
  • 5Y30Y -1.85, 123.644 (L: 123.55 / H: 126.149)
  • Current futures levels:
  • Dec 2Y up 0.12/32 at 110-11.5 (L: 110-11.25 / H: 110-11.62)
  • Dec 5Y up 1.75/32 at 125-16.25 (L: 125-13.5 / H: 125-16.25)
  • Dec 10Y up 4.5/32 at 138-5.5 (L: 137-30.5 / H: 138-06)
  • Dec 30Y up 18/32 at 172-15 (L: 171-19 / H: 172-16)
  • Dec Ultra 30Y up 37/32 at 215-27 (L: 214-02 / H: 215-30)

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.