Trial now
SHORT-STERLING OPTIONS

Straddle Buyer

US TSY FUTURES
US TSY FUTURES: Delayed react post data, extending low end of range, volume
remains very light (TYU only 310k so far). Current cash 10Y 100-01 (2.869%) vs.
100-07.5 (2.845%) late Wednesday. Curves moving flatter:
* 2s10s -0.049, 26.689 (26.140L/27.234H);
* 2s30s -0.824, 36.243 (35.827L/37.353H);
* 5s30s -0.807, 19.241 (18.620L/20.080H);
Current futures levels:
* Sep Ultra bonds down 18/32 at 160-00 (160-00L/160-15H)
* Sep 30-yr Bond futures down 14/32 at 145-01 (145-00L/145-14H)
* Sep 10-yr futures down 7/32 at 120-01 (120-00.5L/120-08H)
* Sep 5-yr futures down 4.5/32 at 113-13.25 (113-12.5L/113-17.5H)
* Sep 2-yr futures down 1.5/32 at 105-25 (105-25L/105-26.75H)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com