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Mostly Weaker -- Near Session Highs

US TSY FUTURES CLOSE

Tsy futures held mostly weaker across the curve -- at/near top end of the session range, yld curves steeper but off highs. Heavy volumes a function of surge in Sep/Dec position rolling. Update:

  • 3M10Y +2.004, 58.041 (L: 54.353 / H: 61.304)
  • 2Y10Y +2.964, 52.843 (L: 49.474 / H: 54.888)
  • 2Y30Y +3.45, 123.566 (L: 119.521 / H: 125.5)
  • 5Y30Y +2.289, 109.592 (L: 106.953 / H: 110.726)
  • Current futures levels:
  • Sep 2Y up 0.125/32 at 110-12.75 (L: 110-11.625 / H: 110-12.75)
  • Sep 5Y down 1.5/32 at 125-23.75 (L: 125-19.75 / H: 125-25.25)
  • Sep 10Y down 7/32 at 139-9.5 (L: 139-00.5 / H: 139-15.5)
  • Sep 30Y down 30/32 at 178-16 (L: 177-19 / H: 179-09)
  • Sep Ultra 30Y down 1-30/32 at 219-28 (L: 218-18 / H: 221-15)

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