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Off Late Morning Highs

US TSY FUTURES CLOSE

Trading steady to mixed after the bell, off late morning highs amid much lighter volume compared to last Fri's month end trade (TYZ 1.1M vs. 2.1M), yield curves flatter with long end outperforming. Update:

  • 3M10Y -2.358, 75.864 (L: 73.229 / H: 77.805)
  • 2Y10Y -2.559, 69.175 (L: 67.406 / H: 71.764)
  • 2Y30Y -3.309, 146.961 (L: 145.107 / H: 151.507)
  • 5Y30Y -2.322, 124.992 (L: 123.773 / H: 128.898)
  • Current futures levels:
  • Dec 2Y -0.37/32 at 110-13.12 (L: 110-13 / H: 110-13.75)
  • Dec 5Y steady at 125-19.25 (L: 125-18.75 / H: 125-22.5)
  • Dec 10Y up 2/32 at 138-9 (L: 138-04.5 / H: 138-15.5)
  • Dec 30Y up 5/32 at 172-20 (L: 171-31 / H: 173-06)
  • Dec Ultra 30Y up 17/32 at 215-17 (L: 213-20 / H: 216-11)

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