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Paring Gains Post 10Y

US TSY FUTURES

Tsy futures reversing gains post 10Y auction, steady to mixed now with yld curves extending steepener move. Volumes 100% of 20D avg right now in TYZ. Update

  • 3M10Y +3.341, 85.807 (L: 80.257 / H: 87.092)
  • 2Y10Y +2.676, 77.567 (L: 73.332 / H: 78.509)
  • 2Y30Y +3.046, 156.278 (L: 149.997 / H: 157.162)
  • 5Y30Y +1.231, 129.16 (L: 124.773 / H: 129.89)
  • Current futures levels:
  • Dec 2Y steady at 110-11.375 (L: 110-11 / H: 110-12)
  • Dec 5Y steady at 125-8.75 (L: 125-06.25 / H: 125-12.75)
  • Dec 10Y down 0.5/32 at 137-18 (L: 137-13.5 / H: 137-29.5)
  • Dec 30Y up 4/32 at 170-10 (L: 170-00 / H: 171-14)
  • Dec Ultra 30Y up 12/32 at 211-2 (L: 210-12 / H: 213-17)

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