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Long End Support Evaporates

US TSY FUTURES CLOSE

Mixed after the bell, long end reversing gains/trading mildly weaker in second half vs. mildly higher 2s-10s, light volumes, TYZ under 675k. Yld curves mixed, short end flatter, update:

  • 3M10Y -0.816, 55.63 (L: 54.974 / H: 57.176)
  • 2Y10Y -0.425, 52.684 (L: 51.997 / H: 54.093)
  • 2Y30Y -0.06, 127.236 (L: 125.561 / H: 128.459)
  • 5Y30Y +0.652, 113.749 (L: 111.955 / H: 114.273)
  • Current futures levels:
  • Dec 2Y up 0.25/32 at 110-15.125 (L: 110-14.75 / H: 110-15.62)
  • Dec 5Y up 1.5/32 at 126-2.25 (L: 125-31.75 / H: 126-03.75)
  • Dec 10Y up 1.5/32 at 139-20 (L: 139-15 / H: 139-23)
  • Dec 30Y up 2/32 at 177-1 (L: 176-20 / H: 177-09)
  • Dec Ultra 30Y down 5/32 at 223-22 (L: 223-01 / H: 224-14)

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