Free Trial

Well bid, bouncing around recent.....>

US TSY FUTURES
US TSY FUTURES: Well bid, bouncing around recent highs as ylds make new all-time
lows (10YY 1.2822%, 30YY 1.7714%), volumes still heavy (TYH>725k) largely due to
Mar/Jun rolling, pace should moderate ahead Fri's first notice. Yld curves
mostly steeper, 3M10Y extends inversion. Update:
* 3M10Y  -4.216, -22.31 (L: -23.862 / H: -19.606)
* 2Y10Y  +1.168, 18.003 (L: 16.817 / H: 18.269)
* 2Y30Y  +1.414, 66.952 (L: 65.416 / H: 67.592)
* 5Y30Y  +2.265, 68.387 (L: 66.446 / H: 68.974); Current futures levels:
* Mar 2-Yr futures up 2.5/32  at 108-17.875 (L: 108-13.75 / H: 108-18)
* Mar 5-Yr futures up 5.75/32  at 121-13.25 (L: 121-01.75 / H: 121-14)
* Mar 10-Yr futures up 7/32  at 133-17.5 (L: 133-00.5 / H: 133-19)
* Mar 30-Yr futures up 13/32  at 168-16 (L: 167-13 / H: 168-19)
* Mar Ultra futures up 20/32  at 202-16 (L: 200-18 / H: 202-24)

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.