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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)

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