Free Trial

Weaker across the curve -- a...>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Weaker across the curve -- a hair off late session lows on
rather modest overall volumes (March/June roll running it's course, June takes
top step Thursday). Yield curves surge steeper -- largest move since Jan 30 when
FOMC left rates on hold, update:
* 2s10s +3.542, 18.723 (14.643L/18.903H);
* 2s30s +4.522, 56.686 (52.286L/56.686H);
* 5s30s +2.216, 58.090 (55.961L/58.257H);
Current futures levels:
* Mar Ultra bonds down 1-30/32 at 159-15 (158-31L/161-00H)
* Mar 30-yr Bond futures down 1-11/32 at 145-15 (145-13L/146-29H)
* Mar 10-yr futures down 13.5/32 at 121-29 (121-28L/122-12H)
* Mar 5-yr futures down 6.25/32 at 114-17.5 (114-16.75L/114-24.75H)
* Mar 2-yr futures down 1.88/32 at 105-31.88 (105-31L/106-02H)

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.