Free Trial

LATE UPDATE, NEW HIGHS:........>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: LATE UPDATE, NEW HIGHS: US/China trade angst continues to
heat up, strong risk-off bid all session w/rates making new highs in second
half; 10YY made new lows (1.7278%, Nov'16 lvl); yld curves mostly steeper
w/3M10Y the exception: after topping +2.0 last Thursday, 3M10Y yld curve
extended new inverted low of -31.995 pre-open -- level not seen since April
2007, currently off lows. Update:
* 3M10Y  -6.253, -28.111 (L: -31.995 / H: -21.346)
* 2Y10Y  +0.542, 13.678 (L: 11.879 / H: 16.585)
* 2Y30Y  +1.756, 68.579 (L: 65.704 / H: 72.322)
* 5Y30Y  +1.864, 74.083 (L: 71.418 / H: 76.686)
Current futures levels:
* Sep 2-Yr futures up 8.375/32  at 107-25 (L: 107-16.625 / H: 107-26)
* Sep 5-Yr futures up 20.25/32  at 119-1 (L: 118-12.5 / H: 119-03)
* Sep 10-Yr futures up 1-0/32  at 129-27.5 (L: 128-27 / H: 129-30)
* Sep 30-Yr futures up 2-12/32  at 160-31 (L: 158-17 / H: 161-00)
* Sep Ultra futures up 4-04/32  at 186-07 (L: 182-03 / H: 186-07)

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.