Free Trial

Tsys trading mixed, off early........>

US TSY FUTURES
US TSY FUTURES: Tsys trading mixed, off early London lows on heavy volume
(TYH>600k), 10Y yld hits new 4-year high of 2.9424% (some dealer desks est' 2018
top of 3.0% couple wks ago). Data rush: Wk claims (228k), PPI (0.4%), TICS flow
and $7B TIPS auction to name a few. Latest curve update:
* 2s10s -1.024, 72.421 (74.113H/72.102L);
* 2s30s -2.736, 96.696 (99.434H/96.573L);
* 5s30s -2.729, 50.114 (52.265H/49.700L);
Current futures levels:
* Mar Ultra bonds up 15/32 at 155-26 (155-03L/155-30H)
* Mar 30-yr Bond futures up 8/32 at 143-20 (143-04L/143-23H)
* Mar 10-yr futures down 3/32 at 120-07.5 (120-01L/120-13H)
* Mar 5-yr futures down 3/32 at 114-03.5 (113-31.5L/114-07.75H)
* Mar 2-yr futures down 1.25/32 at 106-15.75 (106-14.5/106-17.5H)

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.