Free Trial

Rebound Ahead Month End

US TSY FUTURES
Can get pretty choppy in late trade, potential portfolio
rebalancing heading into month-end. Tsy futures have
rebounded, long end near steady after better selling
earlier, yld curves mixed. Update:
  • 3M10Y -0.153, 44.834 (L: 41.198 / H: 47.125)
  • 2Y10Y +0.126, 42.443 (L: 40.52 / H: 44.374)
  • 2Y30Y -0.209, 108.228 (L: 106.197 / H: 111.416)
  • 5Y30Y +0.266, 97.737 (L: 95.787 / H: 100.13)
  • Current futures levels:
  • Sep 2Y up 0.5/32 at 110-15.375 (L: 110-14.625 / H: 110-15.6)
  • Sep 5Y up 1.25/32 at 126-2.75 (L: 125-31.75 / H: 126-03.7)
  • Sep 10Y up 1/32 at 140-1.5 (L: 139-28 / H: 140-06)
  • Sep 30Y down 3/32 at 182-7 (L: 181-21 / H: 182-26)
  • Sep Ultra 30Y up 1/32 at 227-24 (L: 226-08 / H: 228-24)

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.