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Making New Session Highs

US TSY FUTURES
Tsy climbing higher on the back of recent 5k TYZ Block buy, broadly weaker equities (emini -103.0; NDX -520.0) helping risk-off tone accelerate ahead midday. Continued real$ buying in long end joined by bank portfolios last hour. 30YY -.0495 at 1.3293%, 10YY -.0373 to 0.6104%.
  • 3M10Y -3.641, 50.2 (L: 50.2 / H: 55.164)
  • 2Y10Y -2.913, 48.378 (L: 48.378 / H: 52.525)
  • 2Y30Y -4.219, 120.181 (L: 119.992 / H: 126.249)
  • 5Y30Y -2.995, 109.572 (L: 109.383 / H: 114.022)
  • Current futures levels:
  • Dec 2Y +0.88/32 at 110-15.5 (L: 110-14.375 / H: 110-15.625)
  • Dec 5Y up 4/32 at 126-5.75 (L: 126-00 / H: 126-06)
  • Dec 10Y up 10/32 at 139-27.5 (L: 139-13 / H: 139-27.5)
  • Dec 30Y up 1-5/32 at 178-12 (L: 176-25 / H: 178-13)
  • Dec Ultra 30Y up 2-3/32 at 226-15 (L: 223-04 / H: 226-19)

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