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US Treasuries have drifted lower in tandem with EGBs.
- Volumes have been on the very low side, given Cash market closed, following UK Bank holiday, and re open this morning.
- Curve is generally bear steeper in 2s/5s, 5/10s and 10/30s.
- Very little in term of Month End flow so far, and likely that most has been done on Friday, with the UK closed.
- Nonetheless, it is still worth noting that extension for Treasuries are very large for this Month, with Barcap index at +0.16yr.
- Looking ahead, we have no data scheduled, and focus will squarely be on Fed speakers, VC Clarida, mon-pol webcast and Bostic,
- 2y yields up 0.6bp today at 0.134%
- 5y yields up 1.2bp today at 0.282%
- 10y yields up 1.9bp today at 0.743%
- 30y yields up 2.5bp today at 1.528%