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Holding Near Highs

US TSY FUTURES

Second half update: Tsy futures holing near session
highs since the open. That may change if bounce in
equities continues/accelerates (eminis -14.0; NDX +35)
Yld curves still flatter, but off lows. Update:

  • 3M10Y -1.77, 44.987 (L: 43.956 / H: 46.831)
  • 2Y10Y -1.61, 42.317 (L: 41.664 / H: 44.483)
  • 2Y30Y -2.446, 107.691 (L: 106.823 / H: 110.905)
  • 5Y30Y -1.733, 96.568 (L: 95.638 / H: 98.74)
  • Current futures levels:
  • Sep 2Y up 0.25/32 at 110-14.75 (L: 110-14.25 / H: 110-15.25)
  • Sep 5Y up 2.25/32 at 126-0.5 (L: 125-29.75 / H: 126-01.75)
  • Sep 10Y up 6.5/32 at 139-30.5 (L: 139-24 / H: 140-02)
  • Sep 30Y up 29/32 at 182-6 (L: 181-10 / H: 182-15)
  • Sep Ultra 30Y up 1-27/32 at 227-17 (L: 225-22 / H: 228-05)

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