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Post-Claims Trade

US EURODLR FUTURES

Not much of a reaction post-data, futures firmer but remain off pre-open highs after weekly claims (348k/-29k vs. 364k est), continuing claims (2.820M vs. 2.800M est) and fourth consecutive Philly Fed read (19.4 vs. 23.1).
Decent overall volumes (TYU1>590k) at the moment, yield curves mostly flatter:

  • 3M10Y -1.495, 117.748 (L: 114.901 / H: 119.658)
  • 2Y10Y -0.639, 103.448 (L: 101.414 / H: 104.756)
  • 2Y30Y -0.962, 167.006 (L: 164.26 / H: 168.713)
  • 5Y30Y +0.261, 112.807 (L: 110.262 / H: 113.29)

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