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JGB TECHS

(U1) Tilted Higher

AUSSIE 10-YEAR TECHS

(U1) Uptrend Weakening

US TSYS SUMMARY

Bullard Kickstarts Reflation Unwind Theme

AUDUSD TECHS

Fresh 2021 Lows

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)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com