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Steady/Mixed, Off Lows

US TSY FUTURES CLOSE

Bonds outperformed despite a moderately choppy session, couple bouts of weakness (knee-jerk react to early Pfizer headlines and again after the 20Y Bond auction tailed). Decent overall volumes as Dec/Mar futures rolling accelerated.

  • 3M10Y +2.232, 79.313 (L: 74.542 / H: 81.279)
  • 2Y10Y +1.062, 69.647 (L: 66.293 / H: 71.412)
  • 2Y30Y -0.672, 142.868 (L: 140.068 / H: 145.699)
  • 5Y30Y -1.872, 120.708 (L: 119.813 / H: 123.033)
  • Current futures levels:
  • Dec 2Y steady at 110-11.75 (L: 110-11.37 / H: 110-12)
  • Dec 5Y down 1.25/32 at 125-16.25 (L: 125-14.5 / H: 125-19.25)
  • Dec 10Y down 2.5/32 at 138-7 (L: 138-02.5 / H: 138-16.5)
  • Dec 30Y up 6/32 at 172-24 (L: 172-05 / H: 173-15)
  • Dec Ultra 30Y up 18/32 at 216-17 (L: 215-07 / H: 218-03)

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