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Extending Highs

US TSY FUTURES

Futures making new highs, following Bund lead on decent volumes:
TYU already over 350k at the moment. Yld curves flatter on wide
ranges. Update:

  • 3M10Y -2.733, 48.637 (L: 47.387 / H: 51.027)
  • 2Y10Y -1.082, 45.082 (L: 44.918 / H: 48.248)
  • 2Y30Y -1.124, 109.535 (L: 109.41 / H: 113.43)
  • Y30Y -0.856, 96.473 (L: 96.471 / H: 99.35)
  • Current futures levels:
  • Sep 2Y up 0.75/32 at 110-13.75 (L: 110-12.875 / H: 110-13.75)
  • Sep 5Y up 3/32 at 125-26.75 (L: 125-22.5 / H: 125-27)
  • Sep 10Y up 3/32 at 139-18 (L: 139-08 / H: 139-18.5)
  • Sep 30Y up 12/32 at 181-1 (L: 179-30 / H: 181-01)
  • Sep Ultra 30Y up 17/32 at 225-23 (L: 223-21 / H: 225-23)

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