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BLOCK, 3Y Midcurve Put Spd

Extending Session Highs

US TSY FUTURES

Yld curves bull flattening as futures rally, long end making new session highs last few minutes. Notably equities holding modest gains as well (emini +13.0). Looks like a second round of stops on the move. Update:

  • 3M10Y -1.715, 57.861 (L: 57.241 / H: 62.603)
  • 2Y10Y -2.253, 54.941 (L: 54.419 / H: 59.487)
  • 2Y30Y -3.136, 131.046 (L: 130.072 / H: 138.01)
  • 5Y30Y -2.007, 118.569 (L: 117.53 / H: 124.063)
  • Current futures levels:
  • Dec 2Y steady at 110-15.125 (L: 110-14.5 / H: 110-15.375)
  • Dec 5Y up 1/32 at 126-2 (L: 125-29.75 / H: 126-02.25)
  • Dec 10Y up 5/32 at 139-13 (L: 139-01 / H: 139-14)
  • Dec 30Y up 11/32 at 176-2 (L: 174-21 / H: 176-07)
  • Dec Ultra 30Y up 16/32 at 221-13 (L: 218-05 / H: 221-27)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com