Free Trial

Off Recent Lows

US TSY FUTURES

Tsy futures trading weaker but off recent lows on decent volume heading into the NY open (TYZ>280k), late overnight risk-on tone scaling back w/equities trimming gains on back of headlines DOJ to file antitrust suit against Google. Overnight trade includes two-way from foreign central banks in short end, prop and fast$ buying out the curve. Eurodollar futures Block, +15k EDZ1/EDZ2 +0.090. Yld curves running mildly steeper, update

  • 3M10Y +0.077, 67.593 (L: 65.327 / H: 68.428)
  • 2Y10Y +1.036, 63.018 (L: 61.316 / H: 63.853)
  • 2Y30Y +1.484, 142.67 (L: 140.173 / H: 143.552)
  • 5Y30Y +1.416, 123.772 (L: 121.595 / H: 124.174)
  • Current futures levels:
  • Dec 2Y steady at 110-13.625 (L: 110-13.37 / H: 110-13.62)
  • Dec 5Y down 0.75/32 at 125-23.5 (L: 125-22.75 / H: 125-24)
  • Dec 10Y down 4/32 at 138-25.5 (L: 138-23.5 / H: 138-28.5)
  • Dec 30Y down 17/32 at 173-31 (L: 173-24 / H: 174-14)
  • Dec Ultra 30Y down 1-7/32 at 217-1 (L: 216-21 / H: 218-03)

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.