Free Trial

Early Risk-On Evaporating

US TSY FUTURES

Tsy futures rebound, extend top end of range last few minutes w/equities reversing course (ESZ0 -2.0) -- relative narrow ranges but on decent volumes (TYZ>625k already). yld curves paring back small portion of week's steepening. Update:

  • 3M10Y -1.582, 74.913 (L: 74.406 / H: 77.609)
  • 2Y10Y -0.935, 69.156 (L: 68.988 / H: 71.243)
  • 2Y30Y -0.992, 151.035 (L: 150.48 / H: 153.144)
  • 5Y30Y -0.511, 129.417 (L: 128.931 / H: 130.493)
  • Current futures levels:
  • Dec 2Y up 0.3/32 at 110-13.37 (L: 110-12.87 / H: 110-13.5)
  • Dec 5Y up 1/32 at 125-19.25 (L: 125-16.5 / H: 125-20)
  • Dec 10Y up 1.5/32 at 138-12 (L: 138-05.5 / H: 138-13)
  • Dec 30Y up 1/32 at 172-12 (L: 171-22 / H: 172-14)
  • Dec Ultra 30Y down 8/32 at 213-15 (L: 212-12 / H: 213-22)

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.