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US TSYS

Repo Reference Rates

EUR

EURUSD is through session low

SOY TECHS

(H2) Corrective Cycle

US TSY OPTIONS

BLOCKs, March 10Y Put Spds

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Extending Highs

US TSY FUTURES

Tsy futures trading mixed w/long end weaker, lvls extending past late overnight highs, however, yld curves mixed after Thu's steepening. Overnight trade included swap-tied selling in 5s, misc acct buying 10s, Sep/Dec roll volume winding down w/Dec taking lead quarterly Monday. Update:

  • 3M10Y -0.796, 63.773 (L: 63.087 / H: 67.438)
  • 2Y10Y -0.129, 59.066 (L: 58.706 / H: 62.495)
  • 2Y30Y +1.509, 136.444 (L: 135.318 / H: 141.226)
  • 5Y30Y +2.228, 121.724 (L: 120.415 / H: 125.035)
  • Current futures levels:
  • Sep 2Y up 0.75/32 at 110-12.75 (L: 110-11.625 / H: 110-12.75)
  • Sep 5Y up 2.5/32 at 125-24 (L: 125-18 / H: 125-24.25)
  • Sep 10Y up 4.5/32 at 139-3.5 (L: 138-23 / H: 139-04)
  • Sep 30Y down 2/32 at 176-11 (L: 175-05 / H: 176-14)
  • Sep Ultra 30Y down 17/32 at 214-29 (L: 212-14 / H: 215-08)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
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