Free Trial

Long End Under Pressure

US TSY FUTURES

Moderate sell in long end starting to weigh on nearer durations, longer yld curves inching steeper again. USU still well above overnight lows; 30YY +.008 to 1.5176%; 10YY -.0163 to 0.7359%. Take away last stragglers of Sep/Dec position rolling and volumes rather muted heading into the weekend. Update:

  • 3M10Y -0.96, 63.609 (L: 60.988 / H: 67.438)
  • 2Y10Y +0.881, 60.076 (L: 57.751 / H: 62.495)
  • 2Y30Y +3.347, 138.282 (L: 134.317 / H: 141.226)
  • 5Y30Y +4.062, 123.558 (L: 120.314 / H: 125.035)
  • Current futures levels:
  • Sep 2Y +1.3/32 at 110-13.375 (L: 110-11.625 / H: 110-14.125)
  • Sep 5Y up 4.5/32 at 125-26 (L: 125-18 / H: 125-28.75)
  • Sep 10Y up 6.5/32 at 139-5.5 (L: 138-23 / H: 139-11.5)
  • Sep 30Y down 6/32 at 176-7 (L: 175-05 / H: 176-28)
  • Sep Ultra 30Y down 20/32 at 214-26 (L: 212-14 / H: 216-08)

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.