Free Trial

Moderately Higher

US TSY FUTURES

Trading firmer but little off recent highs, equities bid as well but paring gains (ESZ0 +14.0). Moderate volume (TYZ>225k) as mkt awaits weekly claims (820k est; continuing claims est 11.400M). Overnight flow includes bank portfolio buying 7s-10s, two-way swap flow in 10s on out, light curve flow as levels retreat slightly

  • 3M10Y -2.080, 66.966 (L: 66.127 / H: 68.118)
  • 2Y10Y -1.037, 61.977 (L: 61.248 / H: 63.243)
  • 2Y30Y -1.377, 141.613 (L: 140.61 / H: 143.725)
  • 5Y30Y -0.899, 123.41 (L: 122.485 / H: 124.966)
  • Current futures levels:
  • Dec 2Y up 0.5/32 at 110-13.5 (L: 110-13.12 / H: 110-13.5)
  • Dec 5Y up 2.25/32 at 125-23.5 (L: 125-21.25 / H: 125-23.5)
  • Dec 10Y up 4.5/32 at 138-27.5 (L: 138-22.5 / H: 138-28)
  • Dec 30Y up 13/32 at 174-2 (L: 173-18 / H: 174-06)
  • Dec Ultra 30Y up 23/32 at 216-30 (L: 215-31 / H: 217-12)

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.