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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.
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Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free Access*** Fed funds futures volumes.....>
FED FUNDS FUTURES: *** Fed funds futures volumes remains well above average as
bank and FI fund managers continue to hedge short term rate risk, specs taking
opportunity to trade risk around upcoming Jun and July FOMC meetings.
* Since last Friday's massive Jul FF volume (FFN cleared 340,757 after initial
100k buy at 97.635, well-over initial OI w/ open interest up to 284,276 on flow;
FFQ volume a distant second last Fri w/ 112,484 cleared, but well over avg).
* Wednesday post FOMC IOER cut annc saw FFN climb to 97.65 briefly on volume of
25k (appr 50k traded on day from 97.62-625.
* Today's block buy of 15,885 FFK 97.5975, pushes session volume in May futures
up to 144,692 -- well over avg 30-day volume of 44,925.
To read the full story
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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.