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Continue To Extend Session Lows

US TSY FUTURES

Futures continue to slide lower across the board, back near middle of range traded from Jan 14-22; 10YY +.0475 to 1.0636% day after breaching 1.0% (0.9992% low Wed; 30YY +.0565, 1.8305%. Yield curves back near early Jan/multi-year highs.

  • 3M10Y +5.938, 100.194 (L: 91.977 / H: 100.704)
  • 2Y10Y +4.727, 94.227 (L: 87.306 / H: 94.738)
  • 2Y30Y +5.52, 170.742 (L: 163.223 / H: 171.305)
  • 5Y30Y +2.954, 139.217 (L: 134.512 / H: 139.533)
  • Current futures levels:
  • Mar 2Y down 0.5/32 at 110-15.25 (L: 110-15.25 / H: 110-15.875)
  • Mar 5Y down 4.5/32 at 125-28.25 (L: 125-27.75 / H: 126-01)
  • Mar 10Y down 12/32 at 137-5 (L: 137-04 / H: 137-19)
  • Mar 30Y down 1-4/32 at 169-10 (L: 169-06 / H: 170-29)
  • Mar Ultra 30Y down 2-7/32 at 205-22 (L: 205-15 / H: 208-28)

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