Free Trial

Level Update, Making New Session Highs

US TSY FUTURES

Yld Curves flattening out as long end makes new session highs last couple minutes amid typical light holiday volumes (TYH just under 500k). Late session rally may gain momentum as equities pare gains, ESH1 nearing session lows, currently +8.5 at 3728.5.

  • 3M10Y +0.358, 84.364 (L: 82.667 / H: 85.842)
  • 2Y10Y -0.772, 79.977 (L: 79.977 / H: 82.056)
  • 2Y30Y -1.216, 153.324 (L: 153.324 / H: 156.703)
  • 5Y30Y -0.818, 128.64 (L: 128.64 / H: 131.071)
  • Current futures levels:
  • Mar 2Y steady at at 110-15.25 (L: 110-14.875 / H: 110-15.375)
  • Mar 5Y up 0.5/32 at 126-3.25 (L: 126-00.5 / H: 126-03.5)
  • Mar 10Y up 1/32 at 137-30.5 (L: 137-24 / H: 137-30.5)
  • Mar 30Y up 7/32 at 172-28 (L: 172-01 / H: 172-28)
  • Mar Ultra 30Y up 18/32 at 212-27 (L: 211-02 / H: 212-28)

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.