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Long End Off Lows

US TSY FUTURES CLOSE

Futures mixed after the bell, long end outperforming but paring gains as equities continue to surge heading into the close (ESH1 +24.5). Yld curves recede after tapping new multi-year highs last week. Current levels:

  • 3M10Y -0.154, 113.155 (L: 111.605 / H: 116.769)
  • 2Y10Y -0.239, 105.392 (L: 104.092 / H: 109.093)
  • 2Y30Y -2.266, 184.121 (L: 182.467 / H: 189.696)
  • 5Y30Y -3.188, 147.592 (L: 146.503 / H: 152.305)
  • Current futures levels:
  • Mar 2Y down 0.375/32 at 110-15.75 (L: 110-15.625 / H: 110-16.25)
  • Mar 5Y down 2/32 at 125-23.5 (L: 125-22.75 / H: 125-26)
  • Mar 10Y down 1.5/32 at 136-20.5 (L: 136-14.5 / H: 136-25)
  • Mar 30Y up 6/32 at 166-29 (L: 166-03 / H: 167-12)
  • Mar Ultra 30Y up 16/32 at 200-27 (L: 199-05 / H: 201-25)

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