Free Trial

Risk-Off Unwound, Extend Lows Late

US TSY FUTURES CLOSE

After a stronger open, Tsy futures ground steadily lower through the day, apparently over hopes of a stimulus deal in the near term despite the lack of progress over the last few weeks. Yld curves mixed, well off early flatter levels, update:

  • 3M10Y +1.34, 63.249 (L: 58.513 / H: 63.581)
  • 2Y10Y +1.03, 59.29 (L: 55.42 / H: 59.622)
  • 2Y30Y +1.063, 137.304 (L: 132.158 / H: 137.637)
  • 5Y30Y +0.067, 120.045 (L: 116.752 / H: 120.429)
  • Current futures levels:
  • Dec 2Y down 0.12/32 at 110-13.8 (L: 110-13.87 / H: 110-14.5)
  • Dec 5Y down 1.75/32 at 125-26.75 (L: 125-26.5 / H: 125-31)
  • Dec 10Y down 3.5/32 at 139-3.5 (L: 139-02 / H: 139-14)
  • Dec 30Y down 8/32 at 175-4 (L: 175-01 / H: 176-10)
  • Dec Ultra 30Y down 21/32 at 219-16 (L: 219-11 / H: 222-02)

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.