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Strong Into Closing Bell

US TSY FUTURES CLOSE

Broadly higher on modest volumes (TYZ<825k), futures near top end relative narrow session range since the open, yld curves bull flatten, update:

  • 3M10Y -3.12, 67.855 (L: 67.1 / H: 70.949)
  • 2Y10Y -2.64, 62.32 (L: 61.818 / H: 65.464)
  • 2Y30Y -2.579, 141.372 (L: 140.697 / H: 144.905)
  • 5Y30Y -0.697, 123.148 (L: 122.473 / H: 124.868)
  • Current futures levels:
  • Dec 2Y up 0.12/32 at 110-13.5 (L: 110-13.12 / H: 110-13.75)
  • Dec 5Y up 2.75/32 at 125-24.5 (L: 125-20.75 / H: 125-24.75)
  • Dec 10Y up 7.5/32 at 138-28 (L: 138-18.5 / H: 138-28.5)
  • Dec 30Y up 19/32 at 174-6 (L: 173-12 / H: 174-09.00)
  • Dec Ultra 30Y up 44/32 at 217-28 (L: 216-02 / H: 218-04)

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