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US TSY FUTURES

Weaker across the board, long end remains heavy ahead midday (USH just above Wed's low of 175-28) while the rout in equities has temmed (emini -77.0 at moment, -2.2%). Yld curves hold steeper/near session highs, are still appr 9bp off Tue's highs (2s and 5s vs. 30s).

  • 3M10Y +5.709, 58.505 (L: 51.016 / H: 58.832)
  • 2Y10Y +4.322, 54.902 (L: 49.768 / H: 55.264)
  • 2Y30Y +5.939, 129.207 (L: 121.745 / H: 129.599)
  • 5Y30Y +4.005, 115.166 (L: 110.332 / H: 115.332)
  • Current futures levels:
  • Dec 2Y -1.125/32 at 110-14.25 (L: 110-14.125 / H: 110-15.375)
  • Dec 5Y down 7.5/32 at 125-29.5 (L: 125-29 / H: 126-04.25)
  • Dec 10Y down 16.5/32 at 139-8.5 (L: 139-07.5 / H: 139-24)
  • Dec 30Y down 1-27/32 at 176-01 (L: 176-01 / H: 177-24)
  • Dec Ultra 30Y down 4-8/32 at 221-21 (L: 221-17 / H: 225-18)

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