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Moderate Risk-Off Tone Ahead Extended Weekend

US TSY FUTURES CLOSE

Tsy futures held firmer levels across the curve after the bell, off session highs on a rather quiet second half. Support kicked off early following ugly Dec Retail Sales (-0.7% vs. 0.0% est). Yld curves mostly flatter.

  • 3M10Y -3.975, 101.085 (L: 100.235 / H: 104.466)
  • 2Y10Y -3.128, 95.493 (L: 94.812 / H: 98.28)
  • 2Y30Y -1.665, 171.227 (L: 169.065 / H: 172.396)
  • 5Y30Y +0.924, 139.599 (L: 137.153 / H: 139.811)
  • Current futures levels:
  • Mar 2Y up 0.625/32 at 110-14.375 (L: 110-13.75 / H: 110-14.625)
  • Mar 5Y up 4.75/32 at 125-23.25 (L: 125-18.25 / H: 125-24)
  • Mar 10Y up 11/32 at 136-29 (L: 136-16.5 / H: 136-30.5)
  • Mar 30Y up 21/32 at 168-28 (L: 168-03 / H: 169-05)
  • Mar Ultra 30Y up 30/32 at 205-10 (L: 204-07 / H: 206-03)

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