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Bonds Go Bid

US TSY FUTURES

Bonds go vertical, risk-off as crypto melts down weighing on tech and equities in general (ESM1 -52.5 at moment). Volumes surge as well, TYM1 >620k, Jun/Sep roll adding only minimally. No blocks noted, but some tight stops triggered on way up. Yield curves running mildly mixed:

  • 3M10Y -0.511, 161.912 (L: 161.319 / H: 165.412)
  • 2Y10Y +0.29, 148.669 (L: 148.297 / H: 151.476)
  • 2Y30Y -0.073, 220.582 (L: 219.929 / H: 223.355)
  • 5Y30Y -0.068, 153.959 (L: 153.305 / H: 154.889)

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