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US TSY FUTURES

Really decent volumes (TYZ>410k) as rates trade weaker -- reversing late Tuesday's reversal: yld curves bear steepening as markets apparently reacting to a late hour tweet from Trump that he's willing to sign stimulus checks on stand-alone basis. Markets reacted negatively (sharp risk-on reversal) late Tuesday after Trump tweet canning stim-talks in favor of SCOTUS focus.

  • 3M10Y +4.239, 67.627 (L: 63.554 / H: 67.881)
  • 2Y10Y +3.388, 61.849 (L: 58.627 / H: 62.546)
  • 2Y30Y +3.648, 142.244 (L: 138.526 / H: 143.052)
  • 5Y30Y +1.862, 124.198 (L: 121.91 / H: 124.605)
  • Current futures levels:
  • Dec 2Y down 0.62/32 at 110-13.125 (L: 110-13 / H: 110-13.75)
  • Dec 5Y down 3/32 at 125-22.25 (L: 125-22 / H: 125-26.5)
  • Dec 10Y down 8/32 at 138-25.5 (L: 138-24 / H: 139-04.5)
  • Dec 30Y down 27/32 at 173-27 (L: 173-23 / H: 175-00)
  • Dec Ultra 30Y down 1-29/32 at 216-10 (L: 216-07 / H: 218-17)

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