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Rebound

US TSY FUTURES

Tsy futures bounce back to earlier ranges, appears tied to drop in equities (ESZ0 -3.0) that occurred around same time as UK PM comments on virus restrictions potentially lasting six months, Euro stocks declined as well. Whippy trade as light volume continues TYZ volume app 215k ahead the NY open; yield curves mixed.

  • 3M10Y -0.849, 56.608 (L: 55.118 / H: 57.755)
  • 2Y10Y +0.567, 53.037 (L: 51.612 / H: 53.982)
  • 2Y30Y +0.144, 127.513 (L: 126.648 / H: 129.254)
  • 5Y30Y -0.419, 114.312 (L: 114.05 / H: 115.777)
  • Current futures levels:
  • Dec 2Y up 0.125/32 at 110-14.75 (L: 110-14.3 / H: 110-14.75)
  • Dec 5Y down 0.25/32 at 126-0.25 (L: 125-31.75 / H: 126-01)
  • Dec 10Y down 0.5/32 at 139-17.5 (L: 139-15.5 / H: 139-20)
  • Dec 30Y up 2/32 at 176-19 (L: 176-09 / H: 176-26)
  • Dec Ultra 30Y up 17/32 at 223-6 (L: 222-11 / H: 223-14)

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