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2/25 Bond Market Summary

Stone Street Advisors's picture




 

Fairly quiet day, next week to round out February's issuance, early in the week we have a couple of bill auctions. You can view the Auction Calendar/Historical Auction Stats document here.

3PM US Bond Summary*

Symbol LAST PREV NETCHG
US2Y 0.74 0.740 0.000
US5Y 2.19 2.192 -0.002
US7Y 2.85 2.847 0.003
US10Y 3.45 3.440 0.010
US30Y 4.54 4.538 0.002
Spreads
US25 145 145.200 -0.200
US210 271 270.000 1.000
US230 380 379.800 0.200
US510 126 124.800 1.200
US530 235 234.600 0.400
US1030 109 109.800 -0.800
US27 211 210.700 0.300
US57 66 65.500 0.500
US710 60 59.300 0.700
US730 169 169.100 -0.100
Butterflies
US2530 -90 -89.400 -0.600
US21030 162 160.200 1.800
US257 79 79.700 -0.700
US2710 151 151.400 -0.400
US2730 42 41.600 0.400
US5710 6 6.200 -0.200
US5730 -103 -103.600 0.600

*Indicative Close Prices

Have a nice weekend,

"Bond Wimp"

 

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Fri, 02/25/2011 - 20:22 | 998556 mynhair
mynhair's picture

Took TBT near close.  Hoping for a resurgence of the 'fear factor'.

@37.80

When nothing happens this weekend, should head back to 40+.

But, who knows, with this whacked pig Market?

Fergot:  TBT, bitchez!

Sat, 02/26/2011 - 15:43 | 1000106 laszlochi
laszlochi's picture

I've been liking long TBT since mid Dec, a bit whippy (read: I've been stopped out a few times) but let's pray that nothing indeed happens and the bid late Friday is reversed sending us to 40, ideally 40.50-40.70.

 

Have a good weekend

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