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Post Data Sell-Off

US TSY FUTURES

Tsy futures selling off after slightly better than expected Aug employ data, yield curves bear steepening. Modest bounce off lows

  • 3M10Y +3.259, 56.055 (L: 51.016 / H: 56.055)
  • 2Y10Y +2.861, 53.441 (L: 49.768 / H: 53.441)
  • 2Y30Y +4.275, 127.543 (L: 121.745 / H: 127.543)
  • 5Y30Y +3.567, 114.728 (L: 110.332 / H: 114.728)
  • Current futures levels:
  • Dec 2Y down 0.5/32 at 110-14.875 (L: 110-14.75 / H: 110-15.375)
  • Dec 5Y down 3.75/32 at 126-1.25 (L: 126-01 / H: 126-04.25)
  • Dec 10Y down 10/32 at 139-15 (L: 139-14.5 / H: 139-24)
  • Dec 30Y down 1-8/32 at 176-20 (L: 176-17 / H: 177-24)
  • Dec Ultra 30Y down 2-29/32 at 223-00 (L: 222-21 / H: 225-18)

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