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Near Late Session Highs

US TSY FUTURES CLOSE

Modestly higher across the curve, near session highs after trading weaker in the first half. Really decent volumes by midmorning (TYZ>625k by 1030ET) dried up in the second half w/ TYZ just over 1.06M after the bell. Yld curves flatter, update:

  • 3M10Y -1.75, 74.745 (L: 73.569 / H: 77.609)
  • 2Y10Y -1.509, 68.582 (L: 68.014 / H: 71.243)
  • 2Y30Y -2.784, 149.243 (L: 148.747 / H: 153.144)
  • 5Y30Y -2.379, 127.549 (L: 127.295 / H: 130.493)
  • Current futures levels:
  • Dec 2Y up 0.12/32 at 110-13.12 (L: 110-12.8/H: 110-13.6)
  • Dec 5Y up 0.25/32 at 125-18.5 (L: 125-16.5 / H: 125-20.5)
  • Dec 10Y up 1/32 at 138-11.5 (L: 138-05.5 / H: 138-15)
  • Dec 30Y up 8/32 at 172-19 (L: 171-22 / H: 172-25)
  • Dec Ultra 30Y up 14/32 at 214-5 (L: 212-12 / H: 214-20)

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