Free Trial

Post Case-Shiller

US TSY FUTURES

Holding steady/mixed, modestly steeper yield curves rotating around steady 10Y, not much of a react to latest Case-Shiller home price data (+1.3%). Heavy volumes for this time in the session tied to ongoing rolling ahead Mon's first notice when March takes lead. Additional trade includes carry-over bank portfolio buying in intermediates to long end.

  • 3M10Y -0.312, 77.2 (L: 76.309 / H: 78.969)
  • 2Y10Y +1.507, 70.33 (L: 68.956 / H: 71.281)
  • 2Y30Y +2.928, 141.686 (L: 138.555 / H: 142.47)
  • 5Y30Y +2.083, 118.788 (L: 116.42 / H: 118.977)
  • Current futures levels:
  • Dec 2Y +0.37/32 at 110-12.75 (L: 110-12.37 / H: 110-12.75)
  • Dec 5Y +1.25/32 at 125-19 (L: 125-16.75 / H: 125-19)
  • Dec 10Y steady at 138-10 (L: 138-06.5 / H: 138-12)
  • Dec 30Y -7/32 at 173-8 (L: 173-00 / H: 173-18)
  • Dec Ultra 30Y -19/32 at 217-19 (L: 217-03 / H: 218-14)

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.