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Long End Extends Session Lows

US TSY FUTURES

Yld curves bending steeper with long end making new session lows last few minutes as equities march higher (ESZ0 +31.5 at 3607.5; Next key resistance is 3668.00, Nov 9 high). Heavy futures volumes a little deceiving as more than half tied to Dec/Mar rolling ahead Mon's final notice. Latest levels

  • 3M10Y +0.926, 78.438 (L: 76.309 / H: 78.969)
  • 2Y10Y +2.294, 71.117 (L: 68.956 / H: 71.313)
  • 2Y30Y +3.777, 142.535 (L: 138.555 / H: 142.862)
  • 5Y30Y +2.653, 119.358 (L: 116.42 / H: 119.527)
  • Current futures levels:
  • Dec 2Y +0.37/32 at 110-12.75 (L: 110-12.37 / H: 110-12.875)
  • ec 5Y +0.5/32 at 125-18.25 (L: 125-16.75 / H: 125-19)
  • Dec 10Y down 1.5/32 at 138-8.5 (L: 138-06.5 / H: 138-12)
  • Dec 30Y down 14/32 at 173-1 (L: 172-30 / H: 173-18)
  • Dec Ultra 30Y down 1-4/32 at 217-2 (L: 216-30 / H: 218-14)

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