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Extending session lows after...>
US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Extending session lows after the bell amid heavy month end
selling (after brief uptick on +15k FVM Block buy). Yld curves well off flatter
levels, 2s10s cracking 20.0 first time since Feb 4.0, update:
* 2s10s +2.099, 20.344 (17.164L/20.526H);
* 2s30s +0.825, 57.388 (53.539L/58.150H);
* 5s30s -1.039, 57.329 (54.907L/60.132H);
Current futures levels:
* Jun Ultra bonds down 1-1/32 at 159-10 (159-08L/161-02H)
* Jun 30-yr Bond futures down 21/32 at 144-08 (144-06L/145-12H)
* Jun 10-yr futures down 11/32 at 121-28 (121-27L/122-15H)
* Jun 5-yr futures down 5.75/32 at 114-16 (114-14.75L/114-27H)
* Jun 2-yr futures down 2.12/32 at 106-02.5 (106-01.88L/106-06.62H)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
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