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New 5-Month Lows 10Y Yld

US TSY FUTURES

Latest duration grab sees Tsy ylds falling to new 5-moth lows, 0.5134 (-.0410) through last Fri's 0.5185% low. Yld curves extend bull flattening. Update:

  • 3M10Y -5.221, 41.591 (L: 41.428 / H: 46.453)
  • 2Y10Y -3.53, 40.581 (L: 40.418 / H: 44.767)
  • 2Y30Y -4.027, 107.829 (L: 107.384 / H: 112.86)
  • 5Y30Y -2.06, 98.952 (L: 98.451 / H: 101.858)
  • Current futures levels:
  • Sep 2Y up 0.5/32 at 110-15.625 (L: 110-15.125 / H: 110-15.75)
  • Sep 5Y up 4/32 at 126-6.5 (L: 126-02.5 / H: 126-06.75)
  • Sep 10Y up 11/32 at 140-9 (L: 139-30 / H: 140-10)
  • Sep 30Y up 1-6/32 at 182-25 (L: 181-19 / H: 182-28)
  • Sep Ultra 30Y up 2-17/32 at 228-08 (L: 225-23 / H: 228-16)

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