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Surge On Closing Bell

US TSY FUTURES CLOSE

Nice surge in volume on the closing bell (TYH1 near 700k). Tsy futures make new session highs then recede. No Block prints, but desks keeping eye out for. Yld curves flatter:

  • 3M10Y -0.312, 83.125 (L: 82.697 / H: 85.876)
  • 2Y10Y -0.737, 78.878 (L: 78.847 / H: 80.982)
  • 2Y30Y -1.009, 151.785 (L: 151.785 / H: 154.799)
  • 5Y30Y -0.557, 127.973 (L: 127.856 / H: 129.986)
  • Current futures levels:
  • Mar 2Y up 0.37/32 at 110-15.62 (L: 110-15.25 / H: 110-15.75)
  • Mar 5Y up 1.75/32 at 126-5.5 (L: 126-03.25 / H: 126-06)
  • Mar 10Y up 3/32 at 138-2 (L: 137-28.5 / H: 138-03.5)
  • Mar 30Y up 11/32 at 173-6 (L: 172-18 / H: 173-08)
  • Mar Ultra 30Y up 25/32 at 213-19 (L: 212-08 / H: 213-22)

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