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The post-payrolls sell-off and curve........>

US TSYS
US TSYS: The post-payrolls sell-off and curve steepening has turned around.
Can't point to any trigger in particular: have heard everything from VP Pence
saying a national mask-wearing mandate was unnecessary, to the record increase
in Florida COVID cases, to pure pre-long weekend positioning. Either way,
equities have retraced post-payrolls rally, and dollar is flying. Curve update:
* 3M10Y -0.31, 52.564 (L: 50.939 / H: 56.848)
* 1Y10Y -0.308, 51.285 (L: 49.088 / H: 55.06)
* 2Y10Y +0.345, 51.304 (L: 50.482 / H: 54.206)
* 2Y30Y +1.299, 126.999 (L: 125.089 / H: 130.271)
* 5Y30Y +1.706, 112.717 (L: 110.302 / H: 114.362)
Current futures levels:
* Sep 2-Yr futures (TU) up 0.625/32 at 110-12.75 (L: 110-11.5 / H: 110-12.875)
* Sep 5-Yr futures (FV) up 2.75/32 at 125-22 (L: 125-16.75/ H: 125-22.75)
* Sep 10-Yr futures (TY) up 4.5/32 at 139-3 (L: 138-23.5 / H: 139-04.5)
* Sep 30-Yr futures (US) up 8/32 at 178-12 (L: 177-09 / H: 178-16)
* Sep Ultra futures (WN) up 10/32 at 217-23 (L: 215-24 / H: 218-07)

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