Free Trial

Post-data update, futures continue...>

US TSY FUTURES
US TSY FUTURES: Post-data update, futures continue to extend highs, 10YY down to
1.882%. No news, but sources confirm tight stops triggered on move after >100k
TYH traded on updraft, carry-over bank portfolio buying, fast$ buying 10s. Yld
curves continue to flatten. Update:
* 3M10Y  -3.073, 33.289 (L: 32.938 / H: 37.736)
* 2Y10Y  -2.129, 32.313 (L: 32.089 / H: 35.746)
* 2Y30Y  -2.602, 79.055 (L: 78.547 / H: 83.104)
* 5Y30Y  -1.263, 68.434 (L: 67.804 / H: 70.591); urrent futures levels:
* Mar 2-Yr futures steady at  at 107-24 (L: 107-22.375 / H: 107-24.25)
* Mar 5-Yr futures up 2.75/32  at 118-22.25 (L: 118-14.75 / H: 118-22.75)
* Mar 10-Yr futures up 6/32  at 128-19.5 (L: 128-05 / H: 128-21)
* Mar 30-Yr futures up 17/32  at 156-14 (L: 155-05/ H: 156-16)
* Mar Ultra futures up 30/32  at 182-19 (L: 180-13 / H: 182-22)

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.