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Catching A Bid

US TSY FUTURES

Tsy futures catching a bid last few minutes as equities that opened session higher trading weaker -- knock-on effect of UK tier 4 news and angst over further measures to limit spd of Covid abroad. Current futures levels near late overnight highs, yield curves paring back early steeper levels.

  • 3M10Y +1.507, 84.204 (L: 83.784 / H: 87.04)
  • 2Y10Y +1.394, 80.408 (L: 79.545 / H: 82.85)
  • 2Y30Y +1.529, 153.716 (L: 152.251 / H: 156.679)
  • 5Y30Y +0.818, 129.074 (L: 128.231 / H: 131.165)
  • Current futures levels:
  • Mar 2Y down 0.12/32 at 110-15.5 (L: 110-15.12 / H: 110-15.75)
  • Mar 5Y down 0.75/32 at 126-4.5 (L: 126-02.25 / H: 126-05.5)
  • Mar 10Y down 2.5/32 at 138-0 (L: 137-26 / H: 138-02)
  • Mar 30Y down 10/32 at 172-28 (L: 172-04 / H: 173-02)
  • Mar Ultra 30Y down 18/32 at 213-0 (L: 211-18 / H: 213-15)

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