November 09, 2022 18:11 GMT
Bonds Lead Post-Auction Sell-Off
US TSY FUTURES
Yield curves bounce steeper after new 10Y Tsy auction tails 3.3bp: 4.140% high yield vs. 4.107% WI (3.930% high yield tail last month vs. 3.915% WI), long end goes well offered, still trading above early morning lows. Current curve levels:
- 3M10Y +3.23, -4.786 (L: -13.294 / H: -2.537)
- 2Y10Y +4.412, -48.731 (L: -55.031 / H: -48.52)
- 2Y30Y +4.214, -33.779 (L: -41.462 / H: -32.572)
- 5Y30Y +2.8, 0.732 (L: -4.883 / H: 1.907)
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