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KOREA RATES

10-Year Future Hits Contract High

TWD

Central Bank On Hold At Record Low

CHINA RATES

China Repo Rates Rise Friday

KRW

Coronavirus Cases Stubbornly Above 500

US TSY FUTURES

TYU1 Lifted

Post Data Chop

US TSY FUTURES

Tsy futures had extended early session lows prior to Sep housing data (starts lower than exp, permits better), sees modest bounce as 10-30s draws prop and fast$ buyers. Yld curves holding steeper, update

  • 3M10Y +0.912, 68.428 (L: 65.327 / H: 68.762)
  • 2Y10Y +1.67, 63.652 (L: 61.316 / H: 63.986)
  • 2Y30Y +2.096, 143.282 (L: 140.173 / H: 143.758)
  • 5Y30Y +1.75, 124.106 (L: 121.595 / H: 124.446)
  • Current futures levels:
  • Dec 2Y down 0.12/32 at 110-13.5 (L: 110-13.37 / H: 110-13.6)
  • Dec 5Y down 1.5/32 at 125-22.75 (L: 125-22.5 / H: 125-24)
  • Dec 10Y down 5.5/32 at 138-24 (L: 138-23 / H: 138-28.5)
  • Dec 30Y down 22/32 at 173-26 (L: 173-21 / H: 174-14)
  • Dec Ultra 30Y down 1-18/32 at 216-22 (L: 216-15 / H: 218-03)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com