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Duration Shed Into Month End

US TSY FUTURES CLOSE

Tsy futures finished weaker Friday, late bout of heavy duration selling across the curve tempered second half efforts to rebound. Yield curves bear steepening back to mid-January multi-year highs.

  • 3M10Y +4.856, 102.927 (L: 97.139 / H: 104.38)
  • 2Y10Y +4.176, 96.73 (L: 91.875 / H: 98.241)
  • 2Y30Y +4.167, 172.515 (L: 167.234 / H: 174.935)
  • 5Y30Y +2.629, 140.207 (L: 136.831 / H: 141.872)
  • Current futures levels:
  • Mar 2Y up 0.5/32 at 110-15.875 (L: 110-15.25 / H: 110-16)
  • Mar 5Y down 1/32 at 125-28.75 (L: 125-26.25 / H: 125-31)
  • Mar 10Y down 6/32 at 137-2 (L: 136-28.5 / H: 137-10.5)
  • Mar 30Y down 20/32 at 168-30 (L: 168-13 / H: 169-29)
  • Mar Ultra 30Y down 29/32 at 205-9 (L: 204-05 / H: 207-00)

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