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USDCAD TECHS

Circling Major Support

US TSYS SUMMARY

Stocks and Rates Near Session Highs Late

AUDUSD TECHS

Tepid Bounce

LATAM

OUTLOOK: WEEK AHEAD

US EURODLR OPTIONS

Nice Mark for Early Put Buyer

US TSY FUTURES CLOSE

Tsy futures took several legs higher Monday, early risk-off triggers well ahead the NY open appeared to be: German Navy sending ship to Japan (keep eye on activity in the South China Sea), pharmaceutical co Merck canceled their Covid vaccine efforts after poor results. Yld curves bull flattened, latest levels:

  • 3M10Y -4.497, 96.449 (L: 90.892 / H: 101.808)
  • 2Y10Y -4.345, 91.707 (L: 91.199 / H: 97.591)
  • 2Y30Y -4.288, 167.801 (L: 166.689 / H: 173.858)
  • 5Y30Y -2.449, 138.869 (L: 138.056 / H: 142.3)
  • Current futures levels:
  • Mar 2Y steady at at 110-15.375 (L: 110-15.125 / H: 110-15.625)
  • Mar 5Y up 3.75/32 at 125-30.75 (L: 125-26.25 / H: 126-00)
  • Mar 10Y up 11/32 at 137-12 (L: 136-30 / H: 137-13.5)
  • Mar 30Y up 1-1/32 at 169-29 (L: 168-19 / H: 170-05)
  • Mar Ultra 30Y up 2-11/32 at 207-9 (L: 204-18 / H: 207-24)