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CROSS ASSET

Commodity-Tied Dollar Bloc Leads

JGBS

Cheaper On Wider Impetus

AUSSIE BONDS

YM Off Lows, Trouble Staying Offered In Wake Of GDP

FED

VIEW: BNP Paribas: Faster Tapering

US EURODLR FUTURES

Some Light Selling Seen

New Bond Highs

US TSY FUTURES
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Long end continues to march higher, 30YY taps 1.9376% low last couple minutes, heavy volumes (TYZ1>2M, USZ>490k).
  • Active second half players include dealer and prop accts selling 2s-3s, fast and Real$ +5s-10s, Real$ and bank portfolio buying 30s, deal-tied unwinds and curve steepener stop-outs as well.
Yld curves bobbing around session lows as short end remains under pressure:
  • 3M10Y -7.378, 147.33 (L: 146.806 / H: 156.746)
  • 2Y10Y -12.221, 103.995 (L: 102.987 / H: 117.16)
  • 2Y30Y -13.888, 145.604 (L: 144.381 / H: 160.207)
  • 5Y30Y -5.774, 80.511 (L: 77.839 / H: 86.709)