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AUSSIE 10-YEAR TECHS

(H1) Fragile Outlook

US TSYS SUMMARY

Curve Lower, Flatter as Yields Reverse Off Cycle Highs

US TSY/RECAP

Yield Curve Update

STIR FUTURES

Eurodollars Futures Snapshot

USDCAD TECHS

Consolidating

AUDUSD TECHS

Probes Key Support

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)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com