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Post-Data Bid

US TSY FUTURES

Rates climb back to around middle of the overnight range post claims (965k vs. 786k exp), import/export prices a non-event. Moderate post-data volumes, yield curves mixed. Long end drawing some fast$ selling. Update

  • 3M10Y +2.125, 101.318 (L: 98.175 / H: 102.679)
  • 2Y10Y +1.362, 94.987 (L: 92.777 / H: 96.488)
  • 2Y30Y +0.418, 167.277 (L: 165.813 / H: 169.689)
  • 5Y30Y -0.544, 133.94 (L: 133.688 / H: 135.793)
  • Current futures levels:
  • Mar 2Y up 0.125/32 at 110-13.75 (L: 110-13.375 / H: 110-14)
  • Mar 5Y down 0.75/32 at 125-19 (L: 125-16.5 / H: 125-21.25)
  • Mar 10Y down 2.5/32 at 136-22 (L: 136-17 / H: 136-28)
  • Mar 30Y down 6/32 at 169-6 (L: 168-22 / H: 169-20)
  • Mar Ultra 30Y down 2/32 at 206-15 (L: 205-09 / H: 207-02)

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