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US TSY FUTURES

Nice bounce off pre-open lows in last hour as better selling from
Asian bank and real$ accts evaporated. Aside from duration, US$
and equities also saw decent support. Volumes a little tepid,
however, TYU only 228k at moment. Yld curves holding mildly
steeper. Update:

  • 3M10Y +0.342, 47.085 (L: 45.906 / H: 48.308)
  • 2Y10Y +0.226, 43.864 (L: 43.308 / H: 44.949)
  • 2Y30Y +0.891, 108.306 (L: 107.228 / H: 109.417)
  • 5Y30Y +0.972, 96.074 (L: 94.571 / H: 96.603)
  • Current futures levels:
  • Sep 2Y up 0.25/32 at 110-14 (L: 110-13.5 / H: 110-14.125)
  • Sep 5Y up 0.5/32 at 125-28.5 (L: 125-26.25 / H: 125-29)
  • Sep 10Y up 1/32 at 139-23.5 (L: 139-18.5 / H: 139-24.5)
  • Sep 30Y up 2/32 at 181-16 (L: 181-03 / H: 181-19)
  • Sep Ultra 30Y up 1/32 at 226-19 (L: 225-29 / H: 226-30)

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