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Session Lows

US TSY FUTURES CLOSE

Early gap bids on sporadic buying evaporated by midmorning, yields making new 1+ year highs (10YY 1.3925%; 30YY 2.1919%) yield curves climbed to new 5+ year highs (5s30s 159.336 vs. triple top from 2015 of 157.445, ).

  • 3M10Y +2.894, 133.657 (L: 122.067 / H: 135.959)
  • 2Y10Y +2.662, 125.209 (L: 121.505 / H: 128.37)
  • 2Y30Y +4.401, 206.661 (L: 200.743 / H: 208.002)
  • 5Y30Y +3.013, 158.617 (L: 153.718 / H: 159.336)
  • Current futures levels:
  • Mar 2Y down 0.375/32 at 110-15.875 (L: 110-15.75 / H: 110-16.25)
  • Mar 5Y down 2.25/32 at 125-9 (L: 125-06 / H: 125-12.5)
  • Mar 10Y down 3.5/32 at 135-11 (L: 135-01 / H: 135-19)
  • Mar 30Y down 24/32 at 162-11 (L: 162-02 / H: 163-13)
  • Mar Ultra 30Y down 1-23/32 at 191-29 (L: 191-16 / H: 194-09)

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