Trial now
USDCAD TECHS

Pullback Considered Corrective

AUDUSD TECHS

Holding Above Recent Lows

US EURODLR OPTIONS

BLOCK, Large 3Y Midcurve Put Condor

Modest Bid

US TSY FUTURES CLOSE

Trading moderately higher after the bell, see-sawing near top end second half highs, disappointing volumes after a decent start: TYZ currently >875k after starting session at 350k. Ignoring several Fed speakers and weekly claims (840K), stimulus related headlines drove market moves most of day. Yld curves little flatter, update:

  • 3M10Y -2.158, 66.888 (L: 66.127 / H: 68.551)
  • 2Y10Y -1.171, 61.843 (L: 61.114 / H: 63.243)
  • 2Y30Y -1.044, 141.946 (L: 140.61 / H: 143.725)
  • 5Y30Y -0.288, 124.021 (L: 122.485 / H: 124.966)
  • Current futures levels:
  • Dec 2Y up 0.5/32 at 110-13.5 (L: 110-13.12 / H: 110-13.75)
  • Dec 5Y up 3/32 at 125-24.25 (L: 125-21.25 / H: 125-24.75)
  • Dec 10Y up 6/32 at 138-29 (L: 138-22.5 / H: 138-30)
  • Dec 30Y up 16/32 at 174-5 (L: 173-18 / H: 174-10)
  • Dec Ultra 30Y up 29/32 at 217-4 (L: 215-31 / H: 217-12)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com