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Scaling Back Bid Into NY Open

US TSY FUTURES
Tsy futures still well bid but off highs as mkts await weekly claims results, decent volumes (TYU>300K), yld curves flatter. Earlier flow included swap-tied buying in short end vs. longer durations, fast- and real$ buying 10s and 30s. Update
  • 3M10Y -2.529, 41.566 (L: 39.205 / H: 43.929)
  • 2Y10Y -2.353, 40.675 (L: 40.056 / H: 43.158)
  • 2Y30Y -2.705, 107.561 (L: 106.769 / H: 111.195)
  • 5Y30Y -1.373, 98.45 (L: 97.899 / H: 100.699)
  • Current futures levels:
  • Sep 2Y up 0.25/32 at 110-15.25 (L: 110-14.75 / H: 110-15.5)
  • Sep 5Y up 2.25/32 at 126-5.25 (L: 126-01.5 / H: 126-06)
  • Sep 10Y up 6/32 at 140-8.5 (L: 140-00 / H: 140-10)
  • Sep 30Y up 18/32 at 182-21 (L: 181-23 / H: 182-28)
  • Sep Ultra 30Y up 1-14/32 at 228-21 (L: 226-16 / H: 228-29)

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