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Holding Lows Post ISM

US TSY FUTURES

Risk-on underscored post ISM data, Tsy futures holding near recent lows while equities continue to climb (ESU0 +23.0). Yld curves still flatter but off lows. Update:

  • 3M10Y +4.686, 47.616 (L: 43.073 / H: 47.944)
  • 2Y10Y +3.338, 45.226 (L: 42.411 / H: 45.586)
  • 2Y30Y +4.908, 113.229 (L: 108.765 / H: 114.442)
  • 5Y30Y +3.295, 101.952 (L: 98.433 / H: 103.622)
  • Current futures levels:
  • Sep 2Y down 0.25/32 at 110-15.5 (L: 110-15.25 / H: 110-16.125)
  • Sep 5Y down 2/32 at 126-2 (L: 126-01.75 / H: 126-05.5)
  • Sep 10Y down 5.5/32 at 139-29 (L: 139-28 / H: 140-05.5)
  • Sep 30Y down 28/32 at 181-13 (L: 181-09 / H: 182-17)
  • Sep Ultra 30Y down 2-7/32 at 225-15 (L: 225-08 / H: 228-03)

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