Today's Highlihgts after yesterday's Twist Announcement.
Clearly the Ultra bonds given the lesser amount outstanding, compared to the 7 to 10yr. sector of the curve really took off yesterday.
Else where events in Europe remain grim and fresh contagion fears are making the rounds. Front Dec. futures are down as funding concerns putting pressure on intermarket lending rates – however large bullish structures in longer dated seem to be indicating strength in the US dollar vs. other currencies attracting demand and keeping pressure off the longer dated rates.
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http://financialfutures.typepad.com/accutic_plus/
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