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Post-Data Deluge React: Extend Lows

US TSY FUTURES

Tsys extend lows (30YY taps3.662% high) before bouncing slightly after Q4 GDP climbs 2.9% (annual rate) - higher than estimated 2.6%, weekly claims lower than exp at 186k vs. 205k est. Moderate pick-up in volume on fast 2-way trade, yield curves holding steeper levels at the moment:

  • 3M10Y +6.734, -117.092 (L: -126.161 / H: -115.651)
  • 2Y10Y +1.892, -67.067 (L: -69.508 / H: -65.854)
  • 2Y30Y +1.403, -52.345 (L: -54.32 / H: -50.241)
  • 5Y30Y +0.822, 5.311 (L: 3.798 / H: 8.205)
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Tsys extend lows (30YY taps3.662% high) before bouncing slightly after Q4 GDP climbs 2.9% (annual rate) - higher than estimated 2.6%, weekly claims lower than exp at 186k vs. 205k est. Moderate pick-up in volume on fast 2-way trade, yield curves holding steeper levels at the moment:

  • 3M10Y +6.734, -117.092 (L: -126.161 / H: -115.651)
  • 2Y10Y +1.892, -67.067 (L: -69.508 / H: -65.854)
  • 2Y30Y +1.403, -52.345 (L: -54.32 / H: -50.241)
  • 5Y30Y +0.822, 5.311 (L: 3.798 / H: 8.205)