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JGB TECHS

(Z1) Bearish Trend Condition

AUSSIE 10-YEAR TECHS

(Z1) Bearish Price Sequence

AUSSIE 3-YEAR TECHS

(Z1) Off Recent Highs

US 10YR FUTURE TECHS

(Z1)‌‌ Support Appears Exposed

Mildly Weaker After The Bell

US TSY FUTURES

Futures trading mildly weaker, well off early overnight lows, yld curves mixed on moderate volumes (TYZ0>290k). Overnight flow included foreign and domestic bank buying in the short end, two-way swap flow in belly to long end. With limited data on tap, focus firmly on stimulus headlines and House Speaker Pelosi introduction of presidential capacity commission at 1015ET.

  • 3M10Y -0.895, 67.735 (L: 65.477 / H: 67.735)
  • 2Y10Y -0.965, 62.279 (L: 60.981 / H: 62.808)
  • 2Y30Y -0.149, 143.234 (L: 141.066 / H: 143.234)
  • 5Y30Y +0.534, 125.316 (L: 123.219 / H: 125.384)
  • Current futures levels:
  • Dec 2Y -0.37/32 at 110-13.25 (L: 110-13.25 / H: 110-13.62)
  • Dec 5Y -0.75/32 at 125-23.75 (L: 125-22.25 / H: 125-24.5)
  • Dec 10Y down 2/32 at 138-27.5 (L: 138-24.5 / H: 138-30.5)
  • Dec 30Y down 7/32 at 173-31 (L: 173-22 / H: 174-12)
  • Dec Ultra 30Y down 22/32 at 216-16 (L: 216-06 / H: 217-14)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com