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Modestly Firmer

US TSY FUTURES CLOSE

Inside session range by the close on modest volume (TYZ<730k), futures holding modestly higher, yld curves mildly steeper for the most part, update:

  • 3M10Y -0.252, 57.205 (L: 55.118 / H: 58.441)
  • 2Y10Y +0.605, 53.075 (L: 51.612 / H: 54.222)
  • 2Y30Y +0.605, 127.974 (L: 126.648 / H: 129.983)
  • 5Y30Y +0.637, 115.368 (L: 113.826 / H: 116.899)
  • Current futures levels:
  • Dec 2Y up 0.375/32 at 110-15 (L: 110-14.375 / H: 110-15.125)
  • Dec 5Y up 1.5/32 at 126-2 (L: 125-31.75 / H: 126-02.5)
  • Dec 10Y up 1/32 at 139-19 (L: 139-15.5 / H: 139-20)
  • Dec 30Y up 3/32 at 176-20 (L: 176-07 / H: 176-26)
  • Dec Ultra 30Y up 13/32 at 223-2 (L: 222-07 / H: 223-20)

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