Free Trial

Level update, remain well bid/off....>

US TSY FUTURES
US TSY FUTURES: Level update, remain well bid/off mid-morning highs after 30Y
bond R/O tailed 8bp, some mild chop in rates when equities attempted a bounce
off session lows (ESM0 currently -142.0). Yld curves holding flatter. Update: 
* 3M10Y  -4.968, 50.373 (L: 48.702 / H: 54.069)
* 2Y10Y  -6.137, 49.226 (L: 48.41 / H: 55.328)
* 2Y30Y  -7.683, 125.678 (L: 123.896 / H: 133.094)
* 5Y30Y  -6.010, 112.96 (L: 111.536 / H: 118.903); Current futures levels:
* Sep 2-Yr futures down 0.125/32 at 110-11.5 (L: 110-11 / H: 110-12.25)
* Sep 5-Yr futures up 4/32 at 125-19.25 (L: 125-16.75 / H: 125-20.5)
* Sep 10-Yr futures up 16/32 at 138-31.5 (L: 138-19.5 / H: 139-01.5)
* Sep 30-Yr futures up 1-30/32 at 177-27 (L: 176-04 / H: 178-05)
* Sep Ultra futures up 3-13/32 at 217-03 (L: 213-30 / H: 217-23)

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.