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ASIA

Coming up in the Asia-Pac session on Monday:

MNI

Coming up in the Asia-Pac session on Monday:

USDCAD TECHS

Consolidation Mode But Remains Bearish

AUDUSD TECHS

Fails To Hold Onto Thursday’s High

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Long End Under Pressure

US TSY FUTURES

Moderate sell in long end starting to weigh on nearer durations, longer yld curves inching steeper again. USU still well above overnight lows; 30YY +.008 to 1.5176%; 10YY -.0163 to 0.7359%. Take away last stragglers of Sep/Dec position rolling and volumes rather muted heading into the weekend. Update:

  • 3M10Y -0.96, 63.609 (L: 60.988 / H: 67.438)
  • 2Y10Y +0.881, 60.076 (L: 57.751 / H: 62.495)
  • 2Y30Y +3.347, 138.282 (L: 134.317 / H: 141.226)
  • 5Y30Y +4.062, 123.558 (L: 120.314 / H: 125.035)
  • Current futures levels:
  • Sep 2Y +1.3/32 at 110-13.375 (L: 110-11.625 / H: 110-14.125)
  • Sep 5Y up 4.5/32 at 125-26 (L: 125-18 / H: 125-28.75)
  • Sep 10Y up 6.5/32 at 139-5.5 (L: 138-23 / H: 139-11.5)
  • Sep 30Y down 6/32 at 176-7 (L: 175-05 / H: 176-28)
  • Sep Ultra 30Y down 20/32 at 214-26 (L: 212-14 / H: 216-08)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
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