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JGB TECHS

(U1) Tilted Higher

AUSSIE 10-YEAR TECHS

(U1) Uptrend Weakening

US TSYS SUMMARY

Bullard Kickstarts Reflation Unwind Theme

AUDUSD TECHS

Fresh 2021 Lows

Off Lows

US TSY FUTURES CLOSE

Weaker after the bell but well off session lows -- near middle of session range with long end underperforming. Heavy volumes driven by late month/quarter end rebalancing and risk-on unwinds largely tied to disappointment over failed stimulus relief negotiations. Yld curves steeper but well off highs, update:

  • 3M10Y +3.134, 57.918 (L: 53.312 / H: 60.297)
  • 2Y10Y +2.429, 54.687 (L: 51.471 / H: 57.32)
  • 2Y30Y +3.641, 132.431 (L: 128.273 / H: 135.649)
  • 5Y30Y +2.104, 117.96 (L: 115.496 / H: 120.324)
  • Current futures levels:
  • Dec 2Y -0.25/32 at 110-15.25 (L: 110-14.8 / H: 110-15.75)
  • Dec 5Y -3.5/32 at 126-0.75 (L: 125-31.25 / H: 126-04.75)
  • Dec 10Y -7.5/32 at 139-17.5 (L: 139-11 / H: 139-25.5)
  • Dec 30Y -29/32 at 176-10 (L: 175-14 / H: 177-09)
  • Dec Ultra 30Y down 2-0/32 at 221-26 (L: 220-10 / H: 223-17)