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Near Session Lows

US TSY FUTURES CLOSE

Weaker, levels holding near second half lows, rather quiet session for an employment release (+1.8M; unemployment 10.2%). Heavy selling in short end noted early TUU down nearly full point. 10YY +.0262 to 0.5624% after making new 5M low Thu (.5019%). Yld curves bear steepening. Update:

  • 3M10Y +2.87, 46.58 (L: 38.951 / H: 47.073)
  • 2Y10Y +1.825, 43.542 (L: 40.181 / H: 43.837)
  • 2Y30Y +2.39, 110.351 (L: 105.821 / H: 111.283)
  • 5Y30Y +1.608, 99.947 (L: 96.753 / H: 101.077)
  • Current futures levels:
  • Sep 2Y -0.75/32 at 110-14.375 (L: 110-14.125 / H: 110-15.375)
  • Sep 5Y -3/32 at 126-1(L: 126-00.75 / H: 126-05.5)
  • Sep 10Y -6/32 at 139-31(L: 139-29 / H: 140-09)
  • Sep 30Y -22/32 at 181-18(L: 181-13 / H: 182-26)
  • Sep Ultra 30Y down 1-13/32 at 226-20 (L: 226-06 / H: 229-09)

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