Free Trial

Bit of a reversal in rates off.......>

US TSY FUTURES
US TSY FUTURES: Bit of a reversal in rates off all-time highs, no specific
driver, some program buying in equities has equities off lows (emini -61.0).
Note, 3M10Y yld curve reverses flattening, gaps steeper again. Update:
* 3M10Y  +4.567, 33.145 (L: 11.542 / H: 36.054)
* 2Y10Y  -1.833, 29.045 (L: 22.21 / H: 33.104)
* 2Y30Y  -9.043, 84.901 (L: 79.627 / H: 95.199)
* 5Y30Y  -11.673, 74.451 (L: 70.373 / H: 86.835); Current futures levels:
* Jun 2-Yr futures up 7.375/32 at 109-27.875 (L: 109-19.125 / H: 110-00)
* Jun 5-Yr futures up 17.75/32 at 124-13.75 (L: 123-25.25 / H: 124-25.75)
* Jun 10-Yr futures up 1-3/32 at 137-20 (L: 136-15 / H: 138-12)
* Jun 30-Yr futures up 4-19/32 at 178-08 (L: 173-24 / H: 180-19)
* Jun Ultra futures up 10-0/32 at 221-02 (L: 211-22 / H: 225-18)

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.