Free Trial

Steady/Mixed

US TSY FUTURES

Futures trading steady to mixed, short end mildly higher vs. weaker long end -- holding narrow range on decent volumes (TYZ>275k) following the better than expected ADP private payrolls data (+749k vs. +649k est). Overnight flow included two-way in the short end, bank portfolio buying 10s, light two-way curve trade in intermediates to long end. Update

  • 3M10Y +0.018, 54.802 (L: 53.312 / H: 55.457)
  • 2Y10Y -0.1, 52.158 (L: 51.471 / H: 53.241)
  • 2Y30Y +0.586, 129.376 (L: 128.273 / H: 130.543)
  • 5Y30Y +0.981, 116.837 (L: 115.496 / H: 117.569)
  • Current futures levels:
  • Dec 2Y +0.12/32 110-15.625 (L: 110-15.12 / H: 110-15.75)
  • Dec 5Y up 0.25/32 at 126-4.5 (L: 126-02.5 / H: 126-04.75)
  • Dec 10Y steady at 139-25 (L: 139-20.5 / H: 139-25.5)
  • Dec 30Y down 4/32 at 177-3 (L: 176-24 / H: 177-09)
  • Dec Ultra 30Y down 18/32 at 223-8 (L: 222-18 / H: 223-17)

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.