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.