Free Trial

Tsys Surge Higher

US TSY FUTURES
Futures gapped higher last few minutes, extending session highs as equities continue to sell-off. Yld curves bull flattening; ylds well off early October lows, 10YY fell to session low of 0.7893% vs. Oct 2 low of 0.6512%. Futures pare back appr half latest gap higher:
  • 3M10Y -4.78, 70.133 (L: 69.549 / H: 73.315)
  • 2Y10Y -3.718, 64.829 (L: 64.195 / H: 67.608)
  • 2Y30Y -4.398, 143.951 (L: 142.931 / H: 147.446)
  • 5Y30Y -2.161, 124.123 (L: 123.332 / H: 126.1)
  • Current futures levels:
  • Dec 2Y up 0.37/32 at 110-13.5 (L: 110-13 / H: 110-13.75)
  • Dec 5Y up 3.25/32 at 125-21.75 (L: 125-18 / H: 125-23)
  • Dec 10Y up 9/32 at 138-20.5 (L: 138-11 / H: 138-23)
  • Dec 30Y up 1-2/32 at 173-21 (L: 172-22 / H: 173-30)
  • Dec Ultra 30Y up 2-13/32 at 216-20 (L: 214-13 / H: 217-05)

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.