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Post Data Sell-Off

US TSY FUTURES
Choppy trade, lower across the board after July employ report (+1.763M; private +1.462M; jobless rate 10.2%). Seeing some buying on lows, overall reaction not untoward. Equities recovering off lows, Sep eminis -1.0. Update
  • 3M10Y +0.902, 44.612 (L: 38.951 / H: 45.268)
  • 2Y10Y +0.487, 42.204 (L: 40.181 / H: 42.695)
  • 2Y30Y +0.934, 108.895 (L: 105.821 / H: 109.383)
  • 5Y30Y +0.78, 99.119 (L: 96.753 / H: 99.239)
  • Current futures levels:
  • Sep 2Y -0.25/32 at 110-14.875 (L: 110-14.625 / H: 110-15.375)
  • Sep 5Y down 0.75/32 at 126-3.25 (L: 126-02 / H: 126-05.5)
  • Sep 10Y down 2/32 at 140-3 (L: 140-01 / H: 140-09)
  • Sep 30Y down 10/32 at 181-30 (L: 181-26 / H: 182-26)
  • Sep Ultra 30Y down 14/32 at 227-19 (L: 227-10 / H: 229-09)

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