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Strong Bounce In Rates W/Stocks

US TSY FUTURES CLOSE

Strong bounce in Tsys and equities after Monday's weak finish, yield curves bull flattening with some impetus from large 5s/10s flattener blocks. No data, participants set sights on Wed's CPI.

  • 3M10Y -4.71, 149.968 (L: 147.297 / H: 154.932)
  • 2Y10Y -5.222, 137.358 (L: 136.217 / H: 142.58)
  • 2Y30Y -5.976, 208.957 (L: 207.81 / H: 214.779)
  • 5Y30Y -2.421, 143.655 (L: 141.415 / H: 146.347)
  • Current futures levels:
  • Jun 2Y steady at at 110-11.25 (L: 110-10.625 / H: 110-11.875)
  • Jun 5Y up 5/32 at 123-25 (L: 123-18.75 / H: 123-26.5)
  • Jun 10Y up 14/32 at 132-10 (L: 131-26.5 / H: 132-13)
  • Jun 30Y up 1-0/32 at 157-24 (L: 156-21 / H: 158-06)
  • Jun Ultra 30Y up 1-25/32 at 187-13 (L: 185-03 / H: 188-00)

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