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Bumping Around Session Highs
US TSY FUTURES
Still Well off early London session highs, Tsy futures have extended NY session highs, trading mostly higher now, 30Y futures underperforming, yld curves off first half highs.
- 3M10Y +0.834, 75.758 (L: 74.087 / H: 77.56)
- 2Y10Y +1.106, 69.238 (L: 67.472 / H: 70.319)
- 2Y30Y +0.519, 142.074 (L: 140.511 / H: 143.835)
- 5Y30Y +0.214, 120.493 (L: 119.536 / H: 122.003)
- Current futures levels:
- Mar 2Y +0.5/32 at 110-13.625 (L: 110-12.75 / H: 110-13.87)
- Mar 5Y +0.75/32 at 126-0.75 (L: 125-30 / H: 126-01.5)
- Mar 10Y steady at 138-6 (L: 138-01.5 / H: 138-08)
- Mar 30Y down 3/32 at 174-30 (L: 174-18 / H: 175-10)
- Mar Ultra 30Y +7/32 at 216-7 (L: 215-08 / H: 216-20)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
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