Free Trial

Off Lows, In Search Of Drivers

US TSY FUTURES

Tsy futures have climbed off late overnight session lows in the 20 minutes ahead of the NY open -- does not appear headline driven with buys coming in small clips. Overall volume remains very light, TYH just over 150k, with some 35k over last 30 minutes. Levels reversing support just now:

  • 2Y10Y +2.592, 82.602 (L: 80.805 / H: 83.232)
  • 2Y30Y +3.83, 157.558 (L: 154.596 / H: 158.303)
  • 5Y30Y +2.796, 132.442 (L: 130.01 / H: 132.841)
  • Current futures levels:
  • Mar 2Y down 0.25/32 at 110-15.125 (L: 110-14.875 / H: 110-15.5)
  • Mar 5Y down 1.75/32 at 126-0.25 (L: 125-31 / H: 126-02.75)
  • Mar 10Y down 4/32 at 137-24 (L: 137-21.5 / H: 137-30.5)
  • Mar 30Y down 21/32 at 172-3 (L: 171-27 / H: 172-30)
  • Mar Ultra 30Y down 1-14/32 at 211-4 (L: 210-21 / H: 212-26)
  • 3M10Y +2.745, 86.432 (L: 83.163 / H: 87.012)

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.