Free Trial

Level update, long end rebounds to...>

US TSY FUTURES
US TSY FUTURES: Level update, long end rebounds to new NY session highs but
still off early overnight levels after NY Fed annc they will buy securities up
to 30Y, 
-
LINK: https://www.newyorkfed.org/markets/opolicy/operating_policy_200313
-
Yld curves paring back early steepening. Update: 
* 3M10Y  +12.993, 58.053 (L: 33.503 / H: 68.019)
* 2Y10Y  +8.962, 40.612 (L: 23.606 / H: 45.957)
* 2Y30Y  -1.189, 94.565 (L: 91.595 / H: 126.284)
* 5Y30Y  -9.337, 73.514 (L: 72.15 / H: 111.91); Current futures levels:
* Jun 2-Yr futures up 1.625/32  at 110-6.125 (L: 110-03.375 / H: 110-09.5)
* Jun 5-Yr futures down 5.75/32  at 124-10 (L: 124-03 / H: 125-02.5)
* Jun 10-Yr futures down 16/32  at 136-24 (L: 136-05 / H: 138-16)
* Jun 30-Yr futures down 51/32  at 177-13 (L: 172-05 / H: 180-23)
* Jun Ultra futures down 17/32  at 217-0 (L: 204-12 / H: 218-05)

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.