Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
Reporting on key macro data at the time of release.
Real-time insight on key fixed income and fx markets.
- Emerging MarketsEmerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
- Political RiskPolitical Risk
Intelligence on key political and geopolitical events around the world.
- About Us
US TSY FUTURES CLOSE: Last minute month end buying saw futures make new NY
session highs by the bell, almost 20% of session volume trades in TYZ in the 5
minutes leading up to the pit close. Levels recede slightly in minutes after the
bell. Some decent block buys in 2s, 5s and ultra-bonds supported move. Update:
* 3M10Y +0.873, -48.652 (L: -51.145 / H: -45.437)
* 2Y10Y +2.028, -0.917 (L: -3.282 / H: 0.201)
* 2Y30Y +1.458, 45.463 (L: 42.806 / H: 47.969)
* 5Y30Y +0.912, 57.519 (L: 55.585 / H: 59.059)
Current futures levels:
* Dec 2-Yr futures up 1.25/32 at 108-1.625 (L: 107-30.875 / H: 108-02.125)
* Dec 5-Yr futures up 2.75/32 at 119-31 (L: 119-24.25 / H: 120-00.25)
* Dec 10-Yr futures up 3.5/32 at 131-23.5 (L: 131-13 / H: 131-26)
* Dec 30-Yr futures up 4/32 at 165-12 (L: 164-14 / H: 165-22)
* Dec Ultra futures up 13/32 at 197-20 (L: 195-24 / H: 198-04)