Free Trial

Continues to trade higher,...........>

US TSY FUTURES: Continues to trade higher, following core EGBs lead (30Y
Tsy/Bund spd>6.0bps wider last two sessions), near top end recent highs on
modest volume (TYH<190k), yld curves giving back portion of Tue's steepening.
Dec FOMC minutes today. Latest curve update:
* 2s10s -1.409, 52.605 (54.559H/52.224L)
* 2s30s -2.023, 87.021 (89.824H/86.632L)
* 5s30s -1.347, 55.041 (56.931H/54.819L). Current futures levels: 
* Mar Ultra bonds up 20/64 at 166-10 (165-09L/166-14H)
* Mar 30-yr Bond futures up 14/32 at 152-06 (151-17L/152-09H)
* Mar 10-yr futures up 4/32 at 123-26 (123-20.5L/123-27H)
* Mar 5-yr futures up 2/32 at 116-01.25 (115-30.5L/116-02H)
* Mar 2-yr futures up .5/32 at 107-00 (106-31L/107-00.25H)

To read the full story



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.