Nanex Research

Nanex 28-May-2014 ~ Treasury Futures Liquidity Vacuum

On May 28, 2014 starting at about 13:00 (EDT), a liquidity vacuum began in longer term treasury futures. Auction results for 2-Year FRN (floating rate note) and 5-Year Treasuries were scheduled at 13:00. 

1. June 2014 10-Year T-Note (ZN) Futures. (How to read these charts) 2. June 2014 2-Year T-Note (ZT) Futures.
Note - Liquidity holds firm in 2-Year Notes
3. June 2014 T-Bond (ZB) Futures. 4. June 2014 5-Year T-Note (ZF) Futures.


Nanex Research

Inquiries: pr@nanex.net