Free Trial

Fresh round of selling, Tsys.........>

US TSY FUTURES
US TSY FUTURES: Fresh round of selling, Tsys extend session lows last couple
minutes, volumes remain modest (TYZ appr 330k). Yld curves turn mixed/off
steeper levels, update: 
* 3M10Y  -0.588, -17.698 (L: -21.449 / H: -16.336)
* 2Y10Y  -0.802, 11.128 (L: 10.957 / H: 13.142)
* 2Y30Y  +0.042, 60.584 (L: 60.584 / H: 62.993)
* 5Y30Y  +0.748, 67.389 (L: 67.099 / H: 68.754)
Current futures levels:
* Dec 2-Yr futures down 2.25/32 at 108-2.625 (L: 108-02.5 / H: 108-06.25)
* Dec 5-Yr futures down 5.25/32 at 120-1.25 (L: 120-00.75 / H: 120-08.25)
* Dec 10-Yr futures down 8.5/32 at 131-20.5 (L: 131-20 / H: 131-31.5)
* Dec 30-Yr futures down 18/32 at 164-14 (L: 164-12 / H: 165-07)
* Dec Ultra futures down 24/32 at 195-8 (L: 195-02 / H: 196-21)

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.