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Near Top End Overnight Range

US TSY FUTURES

Stronger Tsy futures see-sawing near top end overnight range ahead weekly claims (840k est; continuing claims est 12.275M). Decent volumes (TYZ>275k) pre-data; yld curves mildly flatter, update:

  • 3M10Y -0.818, 56.536 (L: 33.502 / H: 57.756)
  • 2Y10Y -0.231, 52.75 (L: 52.39 / H: 53.864)
  • 2Y30Y -0.897, 126.52 (L: 126.005 / H: 128.39)
  • 5Y30Y -1.613, 112.832 (L: 112.575 / H: 115.382)
  • Current futures levels:
  • Dec 2Y steady at at 110-14.625 (L: 110-14.5 / H: 110-14.875)
  • Dec 5Y up 0.75/32 at 126-1 (L: 125-31.75 / H: 126-01.75)
  • Dec 10Y up 2/32 at 139-18 (L: 139-15 / H: 139-19.5)
  • Dec 30Y up 11/32 at 176-26 (L: 176-12 / H: 176-29)
  • Dec Ultra 30Y up 1-2/32 at 223-27 (L: 222-25 / H: 224-00)

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