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Off First Half Lows As Risk Appetite Cools

US TSY FUTURES CLOSE

Tsy futures trading steady to mixed after the bell, well off early session lows as upsized stimulus debate in house gets mired, equities reversed early gains, trade weaker. Overall volumes remain light due to thin holiday participation. Latest levels:

  • 3M10Y +0.667, 83.848 (L: 82.92 / H: 85.339)
  • 2Y10Y +0.471, 80.279 (L: 79.888 / H: 82.14)
  • 2Y30Y +0.54, 153.931 (L: 153.473 / H: 156.756)
  • 5Y30Y -1.028, 129.127 (L: 128.744 / H: 131.431)
  • Current futures levels:
  • Mar 2Y up 0.125/32 at 110-15.375 (L: 110-15.125 / H: 110-15.5)
  • Mar 5Y up 0.5/32 at 126-3 (L: 126-01.25 / H: 126-03.75)
  • Mar 10Y up 1/32 at 137-30.5 (L: 137-25.5 / H: 137-31)
  • Mar 30Y steady at at 172-24 (L: 172-05 / H: 172-28)
  • Mar Ultra 30Y down 2/32 at 212-16 (L: 211-10 / H: 212-29)

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