Free Trial

Weaker by the bell, bottom.....>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Weaker by the bell, bottom half of range after some midday
risk-on unwinds. Anemic volume w/appr 650k TYU by the bell. No data day, Quiet
early summer trade, second tier data. Current cash 10Y 100-04.5 (2.856%) vs.
100-05.5 (2.853%) on the open. Curves mildly steeper:
* 2s10s +1.422, 29.535 (28.209L/29.718H);
* 2s30s +1.429, 40.294 (38.690L/40.450H);
* 5s30s +0.420, 21.394 (20.297L/21.825H);
Current futures levels:
* Sep Ultra bonds down 21/32 at 160-100 (159-26L/160-29H)
* Sep 30-yr Bond futures down 15/32 at 145-06 (145-03L/145-28H)
* Sep 10-yr futures down 7/32 at 120-04 (120-03L/120-12.5H)
* Sep 5-yr futures down 4/32 at 113-16.5 (113-15.5L/113-21.25H)
* Sep 2-yr futures down 1/32 at 105-27.5 (105-26.75L/105-28.75H)

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.