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US TSY FUTURES

Choppy trade after the cash equity open, Tsy futures trail drop in equities but rebound soon after. Rates still off Asia session lows. Decent pick-up in volumes while global market focus still on ECB presser. Yld curves still modestly steeper, update:

  • 3M10Y +2.36, 69.289 (L: 66.17 / H: 69.623)
  • 2Y10Y +1.539, 63.586 (L: 62.11 / H: 64.117)
  • 2Y30Y +1.21, 141.53 (L: 140.371 / H: 142.945)
  • 5Y30Y -0.447, 121.593 (L: 121.309 / H: 123.763)
  • Current futures levels:
  • Dec 2Y down 0.12/32 at 110-13.62 (L: 110-13.5 / H: 110-14)
  • Dec 5Y down 1/32 at 125-23.5 (L: 125-23.25 / H: 125-26)
  • Dec 10Y down 2/32 at 138-23.5 (L: 138-22 / H: 138-28.5)
  • Dec 30Y steady at at 174-1 (L: 173-25 / H: 174-13)
  • Dec Ultra 30Y up 10/32 at 217-29 (L: 217-07 / H: 218-18)

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