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Hold Lows

US TSY FUTURES

Not much of a react to record $62B 7Y note auction stop through (0.754% yld vs. 0.757% WI) futures holding near session lows on heavier volumes (TYH1 >1.6M).

  • 3M10Y +4.918, 99.174 (L: 91.977 / H: 99.344)
  • 2Y10Y +3.707, 93.207 (L: 87.306 / H: 93.573)
  • 2Y30Y +4.398, 169.62 (L: 163.223 / H: 170.026)
  • 5Y30Y +2.378, 138.641 (L: 134.512 / H: 138.781)
  • Current futures levels:
  • Mar 2Y down 0.375/32 at 110-15.375 (L: 110-15.25 / H: 110-15.875)
  • Mar 5Y down 3.5/32 at 125-29.25 (L: 125-28.5 / H: 126-01)
  • Mar 10Y down 9.5/32 at 137-7.5 (L: 137-06 / H: 137-19)
  • Mar 30Y down 30/32 at 169-16 (L: 169-14 / H: 170-29)
  • Mar Ultra 30Y down 1-25/32 at 206-4 (L: 205-30 / H: 208-28)

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