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Level Update, New Lows Again

US TSY FUTURES

Long end continues to extend lows, volumes improved as yld curves bear steepen, some stops triggered on latest move.

  • 3M10Y +5.158, 88.175 (L: 80.676 / H: 89.016)
  • 2Y10Y +4.385, 84.128 (L: 78.417 / H: 84.664)
  • 2Y30Y +6.593, 159.319 (L: 151.067 / H: 159.999)
  • 5Y30Y +4.758, 133.199 (L: 127.286 / H: 133.719)
  • Current futures levels:
  • Mar 2Y down 0.37/32 at 110-15 (L: 110-14.87 / H: 110-15.62)
  • Mar 5Y down 3.25/32 at 125-30.75 (L: 125-30.5 / H: 126-03.75)
  • Mar 10Y down 10.5/32 at 137-21 (L: 137-20 / H: 138-03)
  • Mar 30Y down 1-13/32 at 171-20 (L: 171-16 / H: 173-14)
  • Mar Ultra 30Y down 2-28/32 at 210-10 (L: 210-01 / H: 214-04)

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