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US TSY FUTURES

Tsy futures gapped lower after the $24B 30Y Bond auction re-open tailed again, drawing 2.0 high yield vs. 1.977% WI going into the cut-off. Yield curves mostly flatter but off lows on the move:

  • 3M10Y +1.508, 132.885 (L: 128.767 / H: 133.727)
  • 2Y10Y -0.907, 112.673 (L: 108.809 / H: 114.42)
  • 2Y30Y -1.952, 174.866 (L: 170.11 / H: 177.216)
  • 5Y30Y -2.586, 117.48 (L: 113.728 / H: 120.122)

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