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Steepening Continues

US TSY FUTURES
Tsy futures trading mixed on heavy volumes (TYZ>915k, 64% 20D avg already), yield curves steeper despite long end bounce after Mon's sharp sell-off. Carry-over buying in 10s to long end from real$ and domestic banks, renewed macro-fund steepener interest.
  • 3M10Y +3.341, 85.807 (L: 80.257 / H: 87.092)
  • 2Y10Y +2.477, 77.368 (L: 73.332 / H: 78.509)
  • 2Y30Y +2.847, 156.079 (L: 149.997 / H: 157.162)
  • 5Y30Y +1.16, 129.089 (L: 124.773 / H: 129.89)
  • Current futures levels:
  • Dec 2Y steady at 110-11.375 (L: 110-11 / H: 110-12)
  • Dec 5Y down 1/32 at 125-7.75 (L: 125-06.25 / H: 125-12.75)
  • Dec 10Y down 1.5/32 at 137-17 (L: 137-13.5 / H: 137-29.5)
  • Dec 30Y up 5/32 at 170-11 (L: 170-00 / H: 171-14)
  • Dec Ultra 30Y up 10/32 at 211-0 (L: 210-12 / H: 213-17)

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