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Carry-Over Bid

US TSY FUTURES

Tsy futures trading near pre-open highs after the bell amid exceptionally light holiday volumes, TYH1 just over 100k, yield curves mixed. No substantive data, limited market participation on the watch for Brexit and/or Covid-related headline risk.

  • 3M10Y -1.079, 84.851 (L: 84.597 / H: 86.35)
  • 2Y10Y -0.215, 81.581 (L: 81.211 / H: 83.2)
  • 2Y30Y +0.275, 155.877 (L: 155.204 / H: 157.488)
  • 5Y30Y +0.147, 131.069 (L: 130.438 / H: 132.084)
  • Current futures levels:
  • Mar 2Y up 0.12/32 at 110-15.375 (L: 110-15.12 / H: 110-15.5)
  • Mar 5Y up 1.25/32 at 126-2 (L: 126-00.25 / H: 126-02.25)
  • Mar 10Y up 3.5/32 at 137-28 (L: 137-23.5 / H: 137-28.5)
  • Mar 30Y up 14/32 at 172-16 (L: 172-02 / H: 172-18)
  • Mar Ultra 30Y up 26/32 at 212-3 (L: 211-10 / H: 212-08)

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