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Extends Past Late Overnight Highs Post Data

US TSY FUTURES

Yield curves bull flattening as Tsys continue to gain following higher than estimated weekly claims (870k vs. 840k est). Volumes not exceptionally large on release, little pause as desks take stock -- or sell as the case may be as eminis extend lower (ESZ0 -25.0). Sources note fast- and real$ buying 10s, real$ and bank buying 30s.

  • 3M10Y -1.31, 56.044 (L: 33.502 / H: 57.756)
  • 2Y10Y -0.723, 52.258 (L: 52.258 / H: 53.864)
  • 2Y30Y -1.412, 126.005 (L: 125.94 / H: 128.39)
  • 5Y30Y -1.813, 112.632 (L: 112.41 / H: 115.382)
  • Current futures levels:
  • Dec 2Y up 0.25/32 at 110-14.875 (L: 110-14.5 / H: 110-14.875)
  • Dec 5Y up 1/32 at 126-1.25 (L: 125-31.75 / H: 126-01.75)
  • Dec 10Y up 3.5/32 at 139-19.5 (L: 139-15 / H: 139-19.5)
  • Dec 30Y up 16/32 at 176-31 (L: 176-12 / H: 176-31)
  • Dec Ultra 30Y up 1-9/32 at 224-2 (L: 222-25 / H: 224-03)

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