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Late Session Slide

US TSY FUTURES CLOSE

At/near late session lows, pick-up in selling after equities bounced in second half. Yield curves bear steepening, 5s30s still off Feb 24 high 166.984.

  • 3M10Y +4.96, 170.531 (L: 161.013 / H: 171.065)
  • 2Y10Y +4.257, 157.595 (L: 149.893 / H: 157.951)
  • 2Y30Y +4.713, 228.262 (L: 219.881 / H: 228.342)
  • 5Y30Y +2.339, 153.469 (L: 149.644 / H: 153.469)
  • Current futures levels:
  • Jun 2Y down 0.5/32 at 110-12.625 (L: 110-12.5 / H: 110-13.5)
  • Jun 5Y down 5.5/32 at 123-21.5 (L: 123-20.25 / H: 123-30)
  • Jun 10Y down 13.5/32 at 131-11 (L: 131-09.5 / H: 131-31.5)
  • Jun 30Y down 1-8/32 at 154-23 (L: 154-22 / H: 156-14)
  • Jun Ultra 30Y down 2-12/32 at 181-04 (L: 181-04 / H: 184-15)

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