Free Trial

Underscoring mid-cycle.........>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Underscoring mid-cycle adjustment -- rates add to mid-week
sale -- see-sawing near session lows after the bell. Curves mixed, with 2Y10Y
drifting around inverted levels. Heavy futures volume due to surge in Sep/Dec
rolling: TYU>1.8M, FVU>1.1M. Update: 
* 3M10Y  +0.764, -37.997 (L: -43.089 / H: -35.782)
* 2Y10Y  -0.811, 0.172 (L: -0.867 / H: 2.97)
* 2Y30Y  +0.527, 49.81 (L: 47.732 / H: 51.231)
* 5Y30Y  +1.591, 61.309 (L: 58.441 / H: 61.447)
Current futures levels:
* Sep 2-Yr futures down 2.625/32  at 107-21.25 (L: 107-21 / H: 107-25.25)
* Sep 5-Yr futures down 4.25/32  at 119-2.25 (L: 118-31.5 / H: 119-10.25)
* Sep 10-Yr futures down 7.5/32  at 130-9.5 (L: 130-04 / H: 130-23.5)
* Sep 30-Yr futures down 26/32  at 164-0 (L: 163-23 / H: 165-07)
* Sep Ultra futures down 1-29/32  at 191-25 (L: 191-19 / H: 194-09)

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.