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+250k Sep 10Y, Large Month End Buying MOC

US TSY FUTURES CLOSE

Rates bounced off second half lows on late month end buying.
TYU volume over 1.12M after the bell on +250k market on close
(MOC) buying, USU saw +56K. Yld curves see-sawed to mixed
levels. Update:

  • 3M10Y -0.807, 44.18 (L: 41.198 / H: 47.125)
  • 2Y10Y -0.135, 42.182 (L: 40.52 / H: 44.374)
  • 2Y30Y +0.059, 108.496 (L: 106.197 / H: 111.416)
  • 5Y30Y +0.771, 98.242 (L: 95.787 / H: 100.13)
  • Current futures levels:
  • Sep 2Y up 0.875/32 at 110-15.75 (L: 110-14.625 / H: 110-15.875)
  • Sep 5Y up 2.25/32 at 126-3.75 (L: 125-31.75 / H: 126-04.5)
  • Sep 10Y up 3/32 at 140-3.5 (L: 139-28 / H: 140-06)
  • Sep 30Y up 2/32 at 182-12 (L: 181-21 / H: 182-26)
  • Sep Ultra 30Y up 4/32 at 227-27 (L: 226-08 / H: 228-24)

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