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US TSY OPTIONS

10Y Vol Sales

BOE APF PURCHASES

GBP1.147bln of medium-dated gilts with offer-to-cover of 2.31x

EUROZONE ISSUANCE

Belgium 2022 funding plan

EQUITY TECHS

E-MINI S&P (Z1): Eyeing The All-Time High

US TSY OPTIONS

5Y Calls

Focus on July NF ​Up-Revision

US TSY FUTURES

Tsys have completely reversed post-data gap bid, now extending session lows, apparently focusing on the decent July up-revision to +1.053M vs. +943k. Yield curves bear steepening to new highs:

  • 3M10Y +3.796, 127.587 (L: 121.356 / H: 127.587)
  • 2Y10Y +4.003, 111.599 (L: 106.357 / H: 111.599)
  • 2Y30Y +4.712, 173.46 (L: 168.495 / H: 173.46)
  • 5Y30Y +2.336, 115.442 (L: 110.871 / H: 115.995)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com