TREASURIES-Yields stall lower ahead of expected Fed rate cut

By Kate Duguid

"I think one of the things they're going to have to address is the liquidity issue," said Phifer.

Price

US T BONDS DEC/d USc1

158-20/32

11/32

10YR TNotes DE/d TYc1

129-64/256

3/32

Price

Current Yield %

Net Change (bps)

Three-month bills US3MT=RR

1.61

1.6391

-0.005

Six-month bills US6MT=RR

1.5975

1.6373

-0.008

Two-year note US2YT=RR

99-184/256

1.6435

-0.007

Three-year note US3YT=RR

99-52/256

1.652

-0.002

Five-year note US5YT=RR

99-58/256

1.6618

-0.008

Seven-year note US7YT=RR

99-52/256

1.7464

-0.012

10-year note US10YT=RR

98-24/256

1.8385

-0.015

30-year bond US30YT=RR

98-48/256

2.3347

-0.014

YIELD CURVE

Last (bps)

Net Change (bps)

10-year vs 2-year yield

19.30

-0.45

30-year vs 5-year yield

67.10

0.05

DOLLAR SWAP SPREADS

Last (bps)

Net Change (bps)

U.S. 2-year dollar swap spread

2.25

-0.50

U.S. 3-year dollar swap spread

-2.00

-1.00

U.S. 5-year dollar swap spread

-3.50

-0.25

U.S. 10-year dollar swap spread

-8.75

-0.25

U.S. 30-year dollar swap spread

-39.25

-0.75

(Reporting by Kate Duguid; Editing by Andrea Ricci and Alistair Bell)

((kate.duguid@thomsonreuters.com; +646-223-6118; Reuters Messaging: kate.duguid@thomsonreuters.com@thomsonreuters.net))

The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.