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Steady/Mixed Ahead NFP

US TSY FUTURES

Bond firmer ahead data but well off overnight highs on two-way squaring flows, fast$ selling 10s vs. long end. Yld curves midly flatter.

  • 3M10Y +0.083, 43.793 (L: 38.951 / H: 43.957)
  • 2Y10Y -0.168, 41.549 (L: 40.181 / H: 41.751)
  • 2Y30Y -0.62, 107.341 (L: 105.821 / H: 108.282)
  • 5Y30Y -0.458, 97.881 (L: 96.753 / H: 98.497);
  • Current futures levels:
  • Sep 2Y -0.25/32 at 110-14.875 (L: 110-14.875 / H: 110-15.375)
  • Sep 5Y down 0.25/32 at 126-3.75 (L: 126-03.5 / H: 126-05.5)
  • Sep 10Y steady at 140-5 (L: 140-04 / H: 140-09)
  • Sep 30Y up 1/32 at 182-9 (L: 182-08 / H: 182-26)
  • Sep Ultra 30Y up 10/32 at 228-11 (L: 228-01 / H: 229-09)

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