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US TSY FUTURES

After inching gradually higher since early London trade, support evaporates abruptly last few minutes, Dec emini's reverse back to steady as well (quad-witching today). Tsys draw buyers on lows as levels bounce, remain off overnight lows, desks still looking for specific driver for move. Yld curves mildly flatter.

  • 3M10Y -0.218, 59.02 (L: 57.097 / H: 59.545)
  • 2Y10Y -0.582, 54.386 (L: 53.366 / H: 55.295)
  • 2Y30Y -0.706, 129.271 (L: 127.71 / H: 130.642)
  • 5Y30Y -0.311, 115.708 (L: 114.508 / H: 116.624)
  • Current futures levels:
  • Dec 2Y steady at 110-14.875 (L: 110-14.5 / H: 110-15)
  • Dec 5Y steady at 126-0.25 (L: 125-30.5 / H: 126-01.25)
  • Dec 10Y up 1/32 at 139-15.5 (L: 139-11.5 / H: 139-18)
  • Dec 30Y up 1/32 at 176-16 (L: 176-06 / H: 176-28)
  • Dec Ultra 30Y down 3/32 at 222-21 (L: 221-31 / H: 223-15)

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