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Stronger, Post-CPI Support

US TSY FUTURES CLOSE

Futures holding higher levels across the board, top-end narrow range since the initial gap bid following Jan CPI data., yield curves bull flattening.

  • 3M10Y -3.595, 108.534 (L: 108.452 / H: 113.353)
  • 2Y10Y -2.293, 101.48 (L: 101.453 / H: 105.531)
  • 2Y30Y -2.383, 180.493 (L: 180.438 / H: 184.772)
  • 5Y30Y -0.95, 146.304 (L: 145.954 / H: 148.387)
  • Current futures levels:
  • Mar 2Y up 0.5/32 at 110-16 (L: 110-15.25 / H: 110-16)
  • Mar 5Y up 3.75/32 at 125-27.75 (L: 125-22.25 / H: 125-28)
  • Mar 10Y up 8/32 at 136-31 (L: 136-18.5 / H: 136-31)
  • Mar 30Y up 17/32 at 167-21 (L: 166-21 / H: 167-22)
  • Mar Ultra 30Y up 1-4/32 at 202-10 (L: 200-12 / H: 202-10)

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