Free Trial

Extending Session Lows, Yld Curves Bear Steepening

US TSY FUTURES

Heavy volumes -- even when taking the surge in Sep/Dec rolls taken into account: TYU/TYZ >1.1M, TYU nearing 2M at moment. Update:

  • 3M10Y +5.103, 61.14 (L: 54.353 / H: 61.14)
  • 2Y10Y +5.009, 54.888 (L: 49.474 / H: 54.888)
  • 2Y30Y +5.32, 125.436 (L: 119.521 / H: 125.436)
  • 5Y30Y +2.976, 110.279 (L: 106.953 / H: 110.37)
  • Current futures levels:
  • Sep 2Y down 0.75/32 at 110-11.875 (L: 110-11.6 / H: 110-12.6)
  • Sep 5Y down 5.25/32 at 125-20 (L: 125-19.75 / H: 125-25.25)
  • Sep 10Y down 15.5/32 at 139-1 (L: 139-00.5 / H: 139-15.5)
  • Sep 30Y down 1-26/32 at 177-20 (L: 177-20 / H: 179-09)
  • Sep Ultra 30Y down 3-7/32 at 218-19 (L: 218-19 / H: 221-15)

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.