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US TSY FUTURES

Except for the two round-trips in early trade, rate futures have held narrow ranges all session, light overall volumes even with the pick-up in 5- and 10Y June/Sep rolls, TYM1 just broke 800k in late trade. Yield curves have bent mildly steeper vs. early flattening:

  • 3M10Y +0.083, 163.699 (L: 161.402 / H: 164.552)
  • 2Y10Y +0.227, 149.401 (L: 147.327 / H: 150.113)
  • 2Y30Y +1.127, 221.676 (L: 218.911 / H: 222.553)
  • 5Y30Y +1.858, 154.401 (L: 152.088 / H: 154.724)

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