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Making New Lows Again

US TSY FUTURES

Dec 30Y futures back to Oct 9 lows, 30YY +.0360 to 1.5956H, yld curves bear steepening. Incidentally, Dec 10Y implied vol falling on the move.

  • 3M10Y +2.001, 69.517 (L: 65.327 / H: 69.517)
  • 2Y10Y +2.505, 64.487 (L: 61.316 / H: 64.487)
  • 2Y30Y +3.388, 144.574 (L: 140.173 / H: 144.643)
  • 5Y30Y +2.562, 124.918 (L: 121.595 / H: 125.146)
  • Current futures levels:
  • Dec 2Y down 0.25/32 at 110-13.37 (L: 110-13.37 / H: 110-13.6)
  • Dec 5Y down 2/32 at 125-22.25 (L: 125-22 / H: 125-24)
  • Dec 10Y down 7.5/32 at 138-22 (L: 138-22 / H: 138-28.5)
  • Dec 30Y down 30/32 at 173-18 (L: 173-17 / H: 174-14)
  • Dec Ultra 30Y down 2-5/32 at 216-3 (L: 216-01 / H: 218-03)
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