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US TSY FUTURES CLOSE

Futures trading weaker after the bell are well off mid-morning lows amid robust volumes (TYH1>1.8M). Better position squaring in second half, strong rebound after 10Y auction re-open traded through. Yield curves mixed, off mildly steeper levels.

  • 3M10Y -1.782, 104.456 (L: 104.286 / H: 109.927)
  • 2Y10Y -1.332, 98.385 (L: 98.214 / H: 103.285)
  • 2Y30Y -0.443, 172.992 (L: 172.566 / H: 176.093)
  • 5Y30Y -0.006, 137.58 (L: 136.014 / H: 138.318)
  • Current futures levels:
  • Mar 2Y down 0.25/32 at 110-13.625 (L: 110-13.125 / H: 110-13.875)
  • Mar 5Y down 0.5/32 at 125-16 (L: 125-11.25 / H: 125-16.75)
  • Mar 10Y up 0.5/32 at 136-14 (L: 136-01 / H: 136-14.5)
  • Mar 30Y down 2/32 at 168-9 (L: 167-11 / H: 168-12)
  • Mar Ultra 30Y down 5/32 at 204-2 (L: 202-19 / H: 204-09)

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