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Extending Session Highs

US TSY FUTURES

Dec Tsy futures making new session highs last couple minutes as equities continue to trade lower (ESZ0 -88.0); yield curves on lows. Real$ buying long end and some sporadic spec buying of steepeners fading the move. Update:

  • 3M10Y -3.661, 56.328 (L: 55.985 / H: 59.409)
  • 2Y10Y -3.617, 51.641 (L: 51.478 / H: 54.765)
  • 2Y30Y -4.962, 126.178 (L: 125.793 / H: 131.067)
  • 5Y30Y -3.059, 113.848 (L: 113.116 / H: 117.514)
  • Current futures levels:
  • Dec 2Y up 0.5/32 at 110-15 (L: 110-14.25 / H: 110-15)
  • Dec 5Y up 3.25/32 at 126-2.5 (L: 125-30.25 / H: 126-03)
  • Dec 10Y up 10/32 at 139-23 (L: 139-12 / H: 139-23.5)
  • Dec 30Y up 1-6/32 at 177-6 (L: 176-02 / H: 177-08)
  • Dec Ultra 30Y up 2-13/32 at 224-2 (L: 221-23 / H: 224-07)

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