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Post-Data Chop

US TSY FUTURES

Tsys dip after weekly claims -- but still an inside range for futures. Pre-/post-data flow includes real$ selling 10s and 30s, sporadic buying in 30s from leveraged$. Fast$ buying short end, swap-tied selling 5s. Update:

  • 3M10Y +1.160, 55.001 (L: 50.302 / H: 55.164)
  • 2Y10Y +0.454, 51.745 (L: 50.479 / H: 52.525)
  • 2Y30Y +0.762, 125.162 (L: 123.061 / H: 126.249)
  • 5Y30Y +0.644, 113.211 (L: 111.486 / H: 114.022)
  • Current futures levels:
  • Dec 2Y steady at 110-14.625 (L: 110-14.375 / H: 110-14.875)
  • Dec 5Y steady at at 126-1.75 (L: 126-00 / H: 126-02.75)
  • Dec 10Y down 1/32 at 139-16.5 (L: 139-13 / H: 139-20)
  • Dec 30Y down 4/32 at 177-3 (L: 176-25 / H: 177-16)
  • Dec Ultra 30Y down 23/32 at 223-21 (L: 223-04 / H: 224-23)

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