Free Trial

Continued improvement in risk appetite......>

US TSYS
US TSYS: Continued improvement in risk appetite and European fiscal
expansion/issuance headlines have Tsy curves steepening, with 2s30s touching
highest levels since mid-March (slightly off high now). 5s30s a little lower
though with belly underperforming. Curve update:
* 3M10Y +0.018, 56.194 (L: 53.204 / H: 58.374)
* 1Y10Y +1.545, 54.192 (L: 50.073 / H: 55.501)
* 2Y10Y +0.794, 53.069 (L: 50.819 / H: 54.214)
* 2Y30Y +0.523, 127.602 (L: 124.744 / H: 129.403)
* 5Y30Y -0.232, 109.285 (L: 107.255 / H: 110.538)
Current futures levels:
* Jun 2-Yr futures (TU) down 0.5/32 at 110-7.125 (L: 110-06 / H: 110-08.25)
* Jun 5-Yr futures (FV) down 2.75/32 at 125-15.25 (L: 125-13.5 / H: 125-20.25)
* Jun 10-Yr futures (TY) down 5/32 at 138-25.5 (L: 138-22 / H: 139-03.5)
* Jun 30-Yr futures (US) down 14/32 at 178-17 (L: 178-05 / H: 179-13)
* Jun Ultra futures (WN) down 34/32 at 217-22 (L: 216-29 / H: 219-11)

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.