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AUSSIE 10-YEAR TECHS

(H1) Fragile Outlook

US TSYS SUMMARY

Curve Lower, Flatter as Yields Reverse Off Cycle Highs

US TSY/RECAP

Yield Curve Update

STIR FUTURES

Eurodollars Futures Snapshot

USDCAD TECHS

Consolidating

AUDUSD TECHS

Probes Key Support

Trending Top 5

Headline Driven Risk-On Unwind

US TSY FUTURES

Another headline driven risk-on UNWIND tied to relief bill:

*MCCONNELL SAYS ITS SAFE TO SAY FAR APART ON STIMULUS TALKS, Bbg

Trade-wise, over 80k TYZ trades between 139-13 to -18, curves paring steepener move, update:

  • 3M10Y +3.373, 58.157 (L: 53.312 / H: 60.297)
  • 2Y10Y +3.314, 55.572 (L: 51.471 / H: 57.32)
  • 2Y30Y +4.098, 132.888 (L: 128.273 / H: 135.649)
  • 5Y30Y +2.169, 118.025 (L: 115.496 / H: 120.324)
  • Current futures levels:
  • Dec 2Y -0.25/32 at 110-15.25 (L: 110-14.8 / H: 110-15.75)
  • Dec 5Y -3.75/32 at 126-0.5 (L: 125-31.25 / H: 126-04.75)
  • Dec 10Y -9.5/32 at 139-15.5 (L: 139-11 / H: 139-25.5)
  • Dec 30Y -1-2/32 at 176-5 (L: 175-14 / H: 177-09)
  • Dec Ultra 30Y -2-3/32 at 221-23 (L: 220-10 / H: 223-17)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
Bullet Markets Fixed Income