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Re-Send Post-Closing Levels - New Lows

US TSY FUTURES

To show extent of late market selling as 30Y bond futures revisit late overnight lows are bouncing slightly last couple minutes. Currently:

  • 3M10Y +10.334, 23.584 (L: 10.992 / H: 23.584)
  • 2Y10Y +4.125, -30.194 (L: -36.415 / H: -29.784)
  • 2Y30Y +4.621, -18.396 (L: -24.772 / H: -17.56)
  • 5Y30Y +1.879, -3.407 (L: -6.205 / H: -2.346)
  • Current futures levels:
  • Dec 2Y down 0.875/32 at 104-03.75 (L: 104-02.125 / H: 104-06.5)
  • Dec 5Y down 5.25/32 at 110-21 (L: 110-20 / H: 110-30.25)
  • Dec 10Y down 15/32 at 116-19.5 (L: 116-19 / H: 117-07.5)
  • Dec 30Y down 31/32 at 135-09 (L: 135-08 / H: 136-14)
  • Dec Ultra 30Y down 1-28/32 at 148-18 (L: 148-17 / H: 150-22)

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