Free Trial

Curve bear steepening over the last half....>

US TSYS
US TSYS: Curve bear steepening over the last half hour while futures hit worst
levels of the day - no particular trigger seen, though 20-Yr supply later today
still being eyed closely. Curve update:
* 3M10Y +0.483, 56.341 (L: 54.243 / H: 57.345)
* 1Y10Y +2.263, 55.355 (L: 51.058 / H: 55.518)
* 2Y10Y +1.758, 53.858 (L: 51.569 / H: 54.022)
* 2Y30Y +2.213, 126.377 (L: 123.499 / H: 126.377)
* 5Y30Y +0.998, 108.531 (L: 106.6 / H: 108.624)
Current futures levels:
* Jun 2-Yr futures (TU) down 0.25/32 at 110-7.375 (L: 110-07.25 / H: 110-08.25)
* Jun 5-Yr futures (FV) down 1.25/32 at 125-16.25 (L: 125-15.75 / H: 125-20.75)
* Jun 10-Yr futures (TY) down 1.5/32 at 138-26 (L: 138-25.5 / H: 139-03.5)
* Jun 30-Yr futures (US) down 2/32 at 178-18 (L: 178-17 / H: 179-10)
* Jun Ultra futures (WN) down 10/32 at 218-22 (L: 218-21 / H: 220-11)

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.