Free Trial

Midday Reversal

US TSYS

Tsy futures still weaker but well off midmorning lows -- while S&P eminis are trading weaker on day after ESM1 made new all-time high (4210.0) around the same time Tsys bounced. No obvious trigger here (except some equity desks note large sell-block appr 1350 names). Tsy yld cirves still holding mostly steeper but off highs.

  • 3M10Y +4.86, 164.022 (L: 160.696 / H: 167.59)
  • 2Y10Y +4.1, 148.426 (L: 145.527 / H: 151.227)
  • 2Y30Y +3.09, 215.369 (L: 213.081 / H: 217.817)
  • 5Y30Y +0.523, 144.176 (L: 142.533 / H: 144.902)

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.