Free Trial

Tsys lower after some recent chop....>

US TSY FUTURES
US TSY FUTURES: Tsys lower after some recent chop post German CP data, long end
lower after paring late overnight gains, little rebound w/Tsys following Bunds
post CPI data; curves steeper but off earlier highs (2s10s 57.712, +.385; 5s30s
45.418, +.488). Another night of heavy futures volume (TYZ>615k). Curves
steeper/Latest curve update:
* 2s10s +0.571, 57.899 (59.461H/57.022L);
* 2s30s +0.651, 82.831 (84.705H/82.094L);
* 5s30s +0.310, 45.402 (46.586H/44.638L);
Current futures levels:
* Mar Ultra bonds down 9/32 at 161-17 (160-26L/162-04H)
* Mar 30-yr Bond futures down 7/32 at 147-24 (147-14L/148-11H)
* Mar 10-yr futures down 1.5/32 at 121-24.5 (121-17L/121-30.5H)
* Mar 5-yr futures down .25/32 at 114-27.75 (114-23.25L/114-31H)
* Mar 2-yr futures steady at 106-21.25 (106-20L/106-22.25H)

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.