Free Trial

Firmer after the bell but......>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Firmer after the bell but near middle session range as
deal-tied hedge unwinds ran their course, yld curves mildly mixed -- well off
flatter levels as long end pared gains late. Exceptionally light volume w/total
TYU only 750k, appr 530k since the NY open. Update: 
* 3M10Y  +0.417, -4.573 (L: -8.02 / H: -4.573)
* 2Y10Y  -0.479, 20.96 (L: 20.089 / H: 22.083)
* 2Y30Y  +0.052, 73.676 (L: 72.407 / H: 74.514)
* 5Y30Y  +0.676, 74.87 (L: 72.782 / H: 75.728)
Current futures levels:
* Sep 2-Yr futures up 1/32  at 107-9.125 (L: 107-09 / H: 107-10.375)
* Sep 5-Yr futures up 3.25/32  at 117-20.5 (L: 117-19 / H: 117-22.75)
* Sep 10-Yr futures up 5.5/32  at 127-12.5 (L: 127-09 / H: 127-16)
* Sep 30-Yr futures up 8/32  at 154-19 (L: 154-14 / H: 154-31)
* Sep Ultra futures up 8/32  at 175-20 (L: 175-14 / H: 176-14)

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.