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US TSY FUTURES

Tsy futures trading firmer, off late overnight highs on more moderate volumes (TYH>250k), yld curves mildly steeper. Overnight flow included fast- and real$ buying in intermediates, option-tied selling 10s, real$ selling long end.

  • 3M10Y +0.686, 85.156 (L: 83.975 / H: 86.148)
  • 2Y10Y +0.059, 77.423 (L: 76.762 / H: 78.416)
  • 2Y30Y -0.014, 152.451 (L: 151.646 / H: 153.678)
  • 5Y30Y +0.046, 126.995 (L: 126.483 / H: 127.979)
  • Current futures levels:
  • Mar 2Y up 0.37/32 at 110-12.375 (L: 110-12 / H: 110-12.62)
  • Mar 5Y up 2/32 at 125-25 (L: 125-23 / H: 125-25.25)
  • Mar 10Y up 4/32 at 137-17.5 (L: 137-14 / H: 137-18.5)
  • Mar 30Y up 10/32 at 172-15 (L: 172-05 / H: 172-22)
  • Mar Ultra 30Y up 26/32 at 211-13 (L: 210-21 / H: 211-24)

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