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EQUITIES

Bank stocks lowest since 4th August

SOUTH AFRICA

SA Stocks Slammed as Hang Seng & PGMs Plummet

EQUITIES

The main driver cross assets

POLAND

PPI Inflation Expected To Accelerate To 9.3%

EQUITIES

New session low for Stoxx600

Yld Curves Bull Flatten

US TSY FUTURES CLOSE

Futures trading mostly higher after the bell, long end outperforming. Moderate volumes (TYU appr 915k) partly driven by pick-up in Sep/Dec roll volumes (TYU/TYZ>43k), still a long way to go ahead Aug 31 First Notice. Update:

  • 3M10Y -2.921, 55.202 (L: 53.174 / H: 56.064)
  • 2Y10Y -2.923, 50.778 (L: 49.968 / H: 53.415)
  • 2Y30Y -3.796, 124.273 (L: 122.963 / H: 127.302)
  • 5Y30Y -2.68, 111.356 (L: 110.08 / H: 113.421)
  • Current futures levels:
  • Sep 2Y down 0.125/32 at 110-13.125 (L: 110-13.125 / H: 110-13.8)
  • Sep 5Y up 0.5/32 at 125-27.25 (L: 125-25.25 / H: 125-30)
  • Sep 10Y up 4/32 at 139-16 (L: 139-10 / H: 139-21)
  • Sep 30Y up 22/32 at 179-4 (L: 178-07 / H: 179-16)
  • Sep Ultra 30Y up 1-9/32 at 220-5 (L: 218-16 / H: 221-01)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com