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Just Off Post-Data Lows

US TSY FUTURES

Futures weaker across the curve, just off post-data lows at the moment, while levels are near middle of range for the week. Overall volumes light: TYH1 Just over 140k. Update:

  • 3M10Y +2.106, 85.543 (L: 83.276 / H: 85.876)
  • 2Y10Y +1.033, 80.648 (L: 79.649 / H: 80.982)
  • 2Y30Y +1.602, 154.396 (L: 152.857 / H: 154.799)
  • 5Y30Y +1.183, 129.713 (L: 128.648 / H: 129.986)
  • Current futures levels:
  • Mar 2Y steady at at 110-15.25 (L: 110-15.25 / H: 110-15.5)
  • Mar 5Y down 0.25/32 at 126-3.5 (L: 126-03.25 / H: 126-04.75)
  • Mar 10Y down 2/32 at 137-29 (L: 137-28.5 / H: 138-00)
  • Mar 30Y down 7/32 at 172-20 (L: 172-18 / H: 172-30)
  • Mar Ultra 30Y down 12/32 at 212-14 (L: 212-08 / H: 212-30)

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