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Making New Late Session Highs

US TSY FUTURES

Bonds leading late session rally, levels back up to early overnight highs, yield curves flatter. Decent overall volumes a little deceiving as session rather a quiet late week affair -- is tied to broad pick-up in Dec/Mar rolling with limited time ahead first notice on Nov 30 w/ Thanksgiving holiday next Thu (Friday early close. Current levels:

  • 3M10Y -0.330, 76.004 (L: 74.759 / H: 78.29)
  • 2Y10Y -0.145, 66.256 (L: 65.098 / H: 68.541)
  • 2Y30Y -1.235, 136.772 (L: 136.075 / H: 140.069)
  • 5Y30Y -1.441, 115.642 (L: 115.449 / H: 118.136)
  • Current futures levels:
  • Dec 2Y up 0.5/32 at 110-12.5 (L: 110-12.12 / H: 110-12.62)
  • Dec 5Y up 1.5/32 at 125-19.25 (L: 125-17.75 / H: 125-20.5)
  • Dec 10Y up 5/32 at 138-16.5 (L: 138-12 / H: 138-20)
  • Dec 30Y up 27/32 at 174-3 (L: 173-15 / H: 174-09)
  • Dec Ultra 30Y up 1-23/32 at 219-12 (L: 217-31 / H: 219-21)

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