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Support Evaporating

US TSY FUTURES

Futures trading steady to mixed, geo-pol related risk-off support in intermediates to long end evaporating. Volumes muted, however, TYU <175k; yld curves mostly flatter. Update:

  • 3M10Y -2.184, 44.56 (L: 44.158 / H: 47.639)
  • 2Y10Y -0.262, 43.048 (L: 42.392 / H: 44.622)
  • 2Y30Y -0.042, 110.226 (L: 109.662 / H: 112.091)
  • 5Y30Y +0.353, 100.455 (L: 100.082 / H: 101.611)
  • Current futures levels:
  • Sep 2Y steady at 110-14.375 (L: 110-14.12 / H: 110-14.625)
  • Sep 5Y up 1.25/32 at 126-2.25 (L: 126-00.25 / H: 126-02.75)
  • Sep 10Y up 1.5/32 at 140-0 (L: 139-27 / H: 140-02)
  • Sep 30Y up 1/32 at 181-20 (L: 181-03 / H: 181-27)
  • Sep Ultra 30Y down 3/32 at 226-19 (L: 225-19 / H: 227-00)

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