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Long End Making New Lows

US TSY FUTURES

30Y Bond futures have fallen back to November 16 levels along with yld curves, 30YY +.1029 at 1.6702%. Pace of trade slowing slightly while volumes remain heavy (TYH>1.65M). Latest:

  • 3M10Y +8.645, 84.403 (L: 74.111 / H: 84.403)
  • 2Y10Y +6.91, 75.756 (L: 68.386 / H: 75.756)
  • 2Y30Y +8.192, 149.874 (L: 141.228 / H: 149.94)
  • 5Y30Y +4.147, 124.64 (L: 120.159 / H: 124.707)
  • Current futures levels:
  • Mar 2Y down 1.75/32 at 110-11.875 (L: 110-11.75 / H: 110-13.87)
  • Mar 5Y down 10.5/32 at 125-22.5 (L: 125-22.25 / H: 126-01.5)
  • Mar 10Y down 22.5/32 at 137-15 (L: 137-15 / H: 138-07.5)
  • Mar 30Y down 2-9/32 at 172-20 (L: 172-20 / H: 175-05)
  • Mar Ultra 30Y down 4-10/32 at 211-23 (L: 211-23 / H: 216-17)

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