Free Trial

Weaker but off early London..........>

US TSY FUTURES
US TSY FUTURES: Weaker but off early London session lows, volume getting back to
more normal levels (TYU>310k) as Sep/Dec rolling near run it's course (Dec takes
top step Fri); yld curves flatter, 3M and 2Y vs. 10Y off lows. Update: 
* 3M10Y  +0.086, -50.791 (L: -55.595 / H: -49.02)
* 2Y10Y  -1.499, -4.155 (L: -4.78 / H: -0.735)
* 2Y30Y  -3.866, 42.674 (L: 42.541 / H: 48.823)
* 5Y30Y  -2.269, 56.455 (L: 56.322 / H: 61.731)
Current futures levels:
* Sep 2-Yr futures down 1.375/32 at 107-24.75 (L: 107-24.375 / H: 107-27.75)
* Sep 5-Yr futures down 2.75/32 at 119-17.75 (L: 119-16.75 / H: 119-24)
* Sep 10-Yr futures down 5.5/32 at 131-6 (L: 131-02 / H: 131-17)
* Sep 30-Yr futures down 12/32 at 166-17 (L: 165-23 / H: 167-08)
* Sep Ultra futures down 19/32 at 197-2 (L: 195-07 / H: 198-11)

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.