Free Trial

Just off session highs set.....>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Just off session highs set midmorning, Tsys drifted in
narrow range for much of second half, yld curves mostly steeper. Volume trade
improved compared to week opener (TYM appr 875k vs. 530k) but still rather
muted. Curve update:
* 3M10Y  -2.344, 13.309 (L: 12.511 / H: 17.019)
* 2Y10Y  +0.489, 20.473 (L: 18.899 / H: 20.709)
* 2Y30Y  +1.685, 62.009 (L: 59.421 / H: 62.266)
* 5Y30Y  +1.91, 62.3 (L: 59.911 / H: 62.593)
Current futures levels:
* Jun Ultra futures (WN) up 8/32  at 163-2 (L: 162-20 / H: 163-10)
* Jun 30-Yr futures (US) up 8/32  at 146-15 (L: 146-04 / H: 146-20)
* Jun 10-Yr futures (TY) up 6/32  at 123-4 (L: 122-29 / H: 123-06.5)
* Jun 5-Yr futures (FV) up 4.25/32  at 115-8.25 (L: 115-03.25 / H: 115-10)
* Jun 2-Yr futures (TU) up 1.625/32  at 106-10.75 (L: 106-08.75 / H: 106-11.25)

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.