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Duration Break Down

US TSY FUTURES

Futures extending session lows in the last few minutes. Unlikely related to the Fed Beige Book release, or to Pelosi/Schumer bipartisan stimulus plan headlines for that matter. Equities not having a huge reaction at moment.

  • 3M10Y +4.656, 88.134 (L: 81.574 / H: 88.3)
  • 2Y10Y +3.832, 79.423 (L: 74.498 / H: 79.589)
  • 2Y30Y +5.643, 155.186 (L: 148.328 / H: 155.457)
  • 5Y30Y +3.6, 128.649 (L: 123.706 / H: 128.785)
  • Current futures levels:
  • Mar 2Y up 0.25/32 at 110-11.75 (L: 110-11.62 / H: 110-12.5)
  • Mar 5Y down 0.5/32 at 125-21.25 (L: 125-20.5 / H: 125-25.5)
  • Mar 10Y down 4.5/32 at 137-9.5 (L: 137-08.5 / H: 137-21)
  • Mar 30Y down 30/32 at 171-23 (L: 171-22 / H: 173-06)
  • Mar Ultra 30Y down 1-28/32 at 209-27 (L: 209-23 / H: 212-27)

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