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MARKET INSIGHT

Price Signal Summary - EURUSD Bear Flag?

PORTUGAL T-BILL AUCTION RESULT

3/11-month BTs

GERMAN AUCTION RESULTS

New 0% Aug-31 Bund

SHORT-STERLING OPTIONS

Vol short cover

FOREX

FX SUMMARY- All eyes on Fed

US TSY FUTURES
US TSY FUTURES: Continues to grind higher, curves flatter with long end leading
way. Curve update:
* 3M10Y  -3.125, 7.158 (L: 7.158 / H: 10.636)
* 2Y10Y  -0.61, 15.222 (L: 14.814 / H: 16.453)
* 2Y30Y  -0.057, 56.215 (L: 55.554 / H: 57.339)
* 5Y30Y  +0.031, 59.872 (L: 59.05 / H: 60.557)
Current futures levels:
* Jun Ultra futures (WN) up 23/32  at 165-17 (L: 164-19 / H: 165-17)
* Jun 30-Yr futures (US) up 17/32  at 148-05 (L: 147-16 / H: 148-05)
* Jun 10-Yr futures (TY) up 7/32  at 123-21.5 (L: 123-13 / H: 123-22)
* Jun 5-Yr futures (FV) up 3.5/32  at 115-17 (L: 115-12.25 / H: 115-17.5)
* Jun 2-Yr futures (TU) up 1.125/32  at 106-12.875 (L: 106-11.25 / H:
106-12.875)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com