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New Session Lows

US TSY FUTURES

Futures continue to extend session lows, levels back to near early Wednesday lows, yld curves steeper but still well off early week levels.
At the moment, 30YY +.0519 at 1.4139%; 10YY +.0407 at 0.6755%.

  • 3M10Y +3.566, 56.362 (L: 51.016 / H: 57.179)
  • 2Y10Y +3.084, 53.664 (L: 49.768 / H: 54.283)
  • 2Y30Y +4.004, 127.272 (L: 121.745 / H: 128.367)
  • 5Y30Y +2.783, 113.944 (L: 110.332 / H: 114.92)
  • Current futures levels:
  • Dec 2Y down 1/32 at 110-14.375 (L: 110-14.25 / H: 110-15.375)
  • Dec 5Y down 5.5/32 at 125-31.5 (L: 125-30.5 / H: 126-04.25)
  • Dec 10Y down 12.5/32 at 139-12.5 (L: 139-10 / H: 139-24)
  • Dec 30Y down 1-12/32 at 176-16 (L: 176-08 / H: 177-24)
  • Dec Ultra 30Y down 3-7/32 at 222-22 (L: 222-03 / H: 225-18)

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