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EQUITIES

Muted Open, S&P Futures Parameters Unchanged

OPTIONS

Larger FX Option Pipeline

COMMODITIES

Oil Moderating, Futures Curve Still Strong

GLOBAL POLITICAL RISK

EU, France Ease Up On Vaccine IP After US States Support

Extending Session Lows

US TSY FUTURES

Tsys extending early session lows as Tsys follow Bunds lower (and small bounce in Yen), knock-on pressure from rebound in equities as well (ESZ0+5.0). Yld curves bend steeper, update:

  • 3M10Y +2.313, 57.097 (L: 53.312 / H: 57.097)
  • 2Y10Y +1.804, 54.062 (L: 51.471 / H: 54.094)
  • 2Y30Y +2.727, 131.517 (L: 128.273 / H: 131.648)
  • 5Y30Y +1.94, 117.796 (L: 115.496 / H: 118.257)
  • Current futures levels:
  • Dec 2Y -.25/32 at 110-15.25 (L: 110-15.125 / H: 110-15.75)
  • Dec 5Y -2.5/32 at 126-1.75 (L: 126-01.75 / H: 126-04.75)
  • Dec 10Y down 6/32 at 139-19 (L: 139-19 / H: 139-25.5)
  • Dec 30Y down 24/32 at 176-15 (L: 176-14 / H: 177-09)
  • Dec Ultra 30Y down 54/32 at 222-4 (L: 222-02 / H: 223-17)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com