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Off Lows

US TSY FUTURES CLOSE

10Y yields tapped 1.75% in early trade, selling in futures evaporated late as stock swooned (Nasdaq down 409 points (-3%) at 13113.56).

  • 3M10Y +7.917, 170.41 (L: 160.403 / H: 174.243)
  • 2Y10Y +4.693, 155.457 (L: 149.583 / H: 160.146)
  • 2Y30Y +1.623, 229.921 (L: 227.351 / H: 236.776)
  • 5Y30Y -2.209, 159.599 (L: 158.426 / H: 166.24)
  • Current futures levels:
  • Jun 2Y down 2.125/32 at 110-11.5 (L: 110-10.75 / H: 110-13.75)
  • Jun 5Y down 12.75/32 at 123-21.25 (L: 123-14 / H: 124-01.5)
  • Jun 10Y down 23/32 at 131-12 (L: 131-00 / H: 132-03)
  • Jun 30Y down 26/32 at 154-11 (L: 153-07 / H: 155-17)
  • Jun Ultra 30Y down 17/32 at 180-8 (L: 178-01 / H: 181-26)

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