Free Trial

Long End Extends Early Session Highs

US TSY FUTURES

Bonds continue to lead rally, albeit amid very thin volumes (TYZ appr 175k) with many plying sidelines ahead today's FOMC annc.

  • 3M10Y -1.872, 54.859 (L: 54.859 / H: 56.986)
  • 2Y10Y -1.326, 52.26 (L: 52.06 / H: 53.986)
  • 2Y30Y -1.723, 127.077 (L: 126.741 / H: 129.26)
  • 5Y30Y -1.252, 114.467 (L: 114.338 / H: 116.231)
  • Current futures levels:
  • Dec 2Y +0.12/32 at 110-14.625 (L: 110-14.375 / H: 110-14.75)
  • Dec 5Y +1.25/32 at 126-1.25 (L: 125-31.5 / H: 126-01.5)
  • Dec 10Y up 4.5/32 at 139-20.5 (L: 139-15 / H: 139-21)
  • Dec 30Y up 19/32 at 177-3 (L: 176-13 / H: 177-03)
  • Dec Ultra 30Y up 30/32 at 223-22 (L: 222-14 / H: 223-25)

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.