Free Trial

*** Rates continue to fall, long.....>

US TSY FUTURES
US TSY FUTURES: *** Rates continue to fall, long end underperforming, ylds surge
(10Y +.0127 at 2.4771 -- March highs; 30Y +.0283 at 2.8482 -- 4-week highs).
Third consecutive day yld curve steepening.
Late curve update:
* 2s10s +0.845, 61.626
* 2s30s +2.565, 98.889
* 5s30s +2.473, 62.165. Current futures levels: 
* Mar Ultra bonds down 28/64 at 164-07 (164-07L/165-21H)
* Mar 30-yr Bond futures down 17/32 at 150-31 (150-30L/151-28H)
* Mar 10-yr futures down 4/32 at 123-18 (123-18L/123-26.5H)
* Mar 5-yr futures down 1.25/32 at 116-00.5 (116-00L/116-04H)
* Mar 2-yr futures down .5/32 at 107-01.75 (107-01.75L/107-02.75H)

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.