Free Trial

Tsys trading higher, trailing bid....>

US TSY FUTURES
US TSY FUTURES: Tsys trading higher, trailing bid in EGBs (particularly Bunds
following German GDP) to just off top end of range amid heavy volume (TYH>820k,
largely due to ongoing roll action). Focus on multiple Fed speakers (Williams,
Mester and Rosengren at separate events) while Fed chairman Powell will give his
first semi-annual monetary policy report to Congress at 1100ET. Latest curve
update:
* 2s10s -2.408, 64.662 (67.769H/64.261L);
* 2s30s -2.140, 93.479 (96.811H/92.912L);
* 5s30s -0.639, 54.290 (56.022H/53.860L);
Current futures levels:
* Mar Ultra bonds up 1-2/32 at 155-22 (154-07L/155-26H)
* Mar 30-yr Bond futures up 24/32 at 143-28 (142-24L/143-30H)
* Mar 10-yr futures up 7.5/32 at 120-21 (120-08L/120-22.5H)
* Mar 5-yr futures up 4/32 at 114-11 (114-04.75L/114-12.25H)
* Mar 2-yr futures up 1.5/32 at 106-18 (106-16.25L/106-18H)

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.