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Long End Continues To Extend Lows, Yld Curves Bear Steepening

US TSY FUTURES

Sharp long-end lead sell-off continues, yld curves on session high in late trade. That said, trade rather muted ahead the extended holiday weekend, many squared and pared and plying the sidelines soon after this morning's slightly better than expected Aug employ figures.

  • 3M10Y +6.764, 59.56 (L: 51.016 / H: 59.888)
  • 2Y10Y +5.434, 56.014 (L: 49.768 / H: 56.178)
  • 2Y30Y +8.021, 131.289 (L: 121.745 / H: 131.55)
  • 5Y30Y +5.559, 116.72 (L: 110.332 / H: 116.916)
  • Current futures levels:
  • Dec 2Y down 1.3/32 at 110-14 (L: 110-13.875 / H: 110-15.375)
  • Dec 5Y down 9/32 at 125-28 (L: 125-27.5 / H: 126-04.25)
  • Dec 10Y down 20/32 at 139-5 (L: 139-04 / H: 139-24)
  • Dec 30Y down 2-6/32 at 175-22 (L: 175-20 / H: 177-24)
  • Dec Ultra 30Y down 5-8/32 at 220-21 (L: 220-17 / H: 225-18)

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