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Sell-Off Accelerating

US TSY FUTURES

Sell-off in futures accelerating as equities pull higher (ESU0 +22.5),
yld curves rebound, steepen out. Overall volumes relatively thin
with TYU adding only 60k to 585k since last read. Update:

  • 3M10Y +2.238, 50.22 (L: 45.254 / H: 50.22)
  • 2Y10Y +0.863, 44.81 (L: 42.552 / H: 44.81)
  • 2Y30Y +1.08, 109.069 (L: 106.304 / H: 109.132)
  • 5Y30Y +0.892, 96.103 (L: 94.006 / H: 96.315)
  • Current futures levels:
  • Sep 2Y down 0.375/32 at 110-13 (L: 110-12.875 / H: 110-13.8)
  • Sep 5Y down 1.75/32 at 125-24 (L: 125-23.75 / H: 125-28)
  • Sep 10Y down 3/32 at 139-15.5 (L: 139-15 / H: 139-24)
  • Sep 30Y down 10/32 at 180-25 (L: 180-24 / H: 181-21)
  • Sep Ultra 30Y down 11/32 at 225-13 (L: 225-13 / H: 227-05)

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