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New Early Session Highs

US TSY FUTURES

Futures blew through early London highs, continue to climb post CPI data (0.2%, core 0.2%), equities holding weaker/narrow channel (ESZ0 -6.5). Yld curves bull flattening:

  • 3M10Y -2.901, 64.073 (L: 63.81 / H: 65.734)
  • 2Y10Y -2.162, 59.32 (L: 59.32 / H: 61.45)
  • 2Y30Y -2.908, 138.377 (L: 138.377 / H: 141.002)
  • 5Y30Y -1.769, 121.508 (L: 121.257 / H: 123.081)
  • Current futures levels:
  • Dec 2Y up 0.37/32 at 110-13.5 (L: 110-13.12 / H: 110-13.62)
  • Dec 5Y up 2.5/32 at 125-25.75 (L: 125-23.5 / H: 125-26)
  • Dec 10Y up 5/32 at 139-2 (L: 138-28.5 / H: 139-03)
  • Dec 30Y up 15/32 at 174-27 (L: 174-08 / H: 174-29)
  • Dec Ultra 30Y up 29/32 at 218-24 (L: 217-15 / H: 218-26)

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