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The Final Debate

US TSY FUTURES CLOSE

Weaker after the bell, near low end narrow session range since midmorning. Generally quiet session on average volumes (TYZ0 1.15M), accts sidelines ahead tonight's final Presidential debate. Yld curves started off mildly flatter but reversed to steeper soon after as bonds sold off, update:

  • 3M10Y +3.539, 75.654 (L: 70.185 / H: 75.99)
  • 2Y10Y +2.117, 69.25 (L: 65.326 / H: 69.789)
  • 2Y30Y +1.951, 150.566 (L: 145.594 / H: 151.053)
  • 5Y30Y +0.791, 128.628 (L: 125.566 / H: 128.954)
  • Current futures levels:
  • Dec 2Y -0.37/32 at 110-13.125 (L: 110-12.8 / H: 110-13.75)
  • Dec 5Y -3.25/32 at 125-18.25 (L: 125-17.25 / H: 125-22.5)
  • Dec 10Y down 8.5/32 at 138-10 (L: 138-08.5 / H: 138-20)
  • Dec 30Y down 25/32 at 172-10 (L: 172-06 / H: 173-15)
  • Dec Ultra 30Y down 1-15/32 at 213-18 (L: 213-10 / H: 215-29)

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