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Risk-On Tone Tempered Late

US TSY FUTURES CLOSE

Tsy futures broadly weaker after the bell, but off late session lows, taking cues from equities scaling off new all-time highs (ESZ0 3660.0 vs. 3677.5H). 30YY up 10bp at one point, yld curves broadly steeper but off highs. Heavy volumes, TYH just below 2M after the bell. Latest:

  • 3M10Y +7.566, 83.324 (L: 74.111 / H: 85.23)
  • 2Y10Y +6.084, 74.93 (L: 68.386 / H: 76.385)
  • 2Y30Y +6.989, 148.671 (L: 141.228 / H: 151.085)
  • 5Y30Y +3.579, 124.072 (L: 120.159 / H: 125.438)
  • Current futures levels:
  • Mar 2Y -1.75/32 at 110-11.875 (L: 110-11.37 / H: 110-13.87)
  • Mar 5Y down 9.5/32 at 125-23.5 (L: 125-20.75 / H: 126-01.5)
  • Mar 10Y down 19.5/32 at 137-18 (L: 137-13 / H: 138-07.5)
  • Mar 30Y down 1-29/32 at 173-0 (L: 172-16 / H: 175-05)
  • Mar Ultra 30Y down 3-22/32 at 212-11 (L: 211-11 / H: 216-17)

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