Free Trial

Tsys selling off last half hour,.....>

US TSY FUTURES: Tsys selling off last half hour, making new session lows amid
technical selling as 10Y yld crosses 2.635% again, modest curve unwinds by fast$
adding to pressure in long end. Latest curve update:
* 2s10s -0.030, 57.780 (59.064H/56.289L); 
* 2s30s +0.290, 85.869 (87.928H/84.217L);
* 5s30s +0.357, 48.711 (50.306H/47.811L); 
Current futures levels:
* Mar Ultra bonds down 1-3/32 at 162-06 (162-06L/163-06H)
* Mar 30-yr Bond futures down 25/32 at 148-21 (148-20L/149-12H)
* Mar 10-yr futures down 7/32 at 122-07.5 (122-07L/122-16H)
* Mar 5-yr futures down 4.5/32 at 115-04 (115-04L/115-08.75H)
* Mar 2-yr futures down 1.25/32 at 106-23.25 (106-23.25L/105-24.75H)

To read the full story



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.