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Long End Jumped After The Bell

US TSY FUTURES

Long end jumped back to early London highs after the opening bell (USZ 173-20, +1-1/32) -- brief move with renewed selling from bank portfolios weighing. Yld curves flatter, update:

  • 3M10Y -3.435, 71.478 (L: 70.214 / H: 73.315)
  • 2Y10Y -3.084, 65.463 (L: 64.96 / H: 67.608)
  • 2Y30Y -3.58, 144.769 (L: 143.747 / H: 147.446)
  • 5Y30Y -1.942, 124.342 (L: 123.617 / H: 126.1)
  • Current futures levels:
  • Dec 2Y up 0.25/32 at 110-13.375 (L: 110-13 / H: 110-13.5)
  • Dec 5Y up 2.25/32 at 125-20.75 (L: 125-18 / H: 125-21.25)
  • Dec 10Y up 7/32 at 138-18.5 (L: 138-11 / H: 138-19.5)
  • Dec 30Y up 28/32 at 173-15 (L: 172-22 / H: 173-20)
  • Dec Ultra 30Y up 1-31/32 at 216-6 (L: 214-13 / H: 216-18)

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