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Tnotes eye  the September low

US TSY FUTURES
  • Worth keeping an eye on Bund, not seeing any spill overs yet, but Tnotes are moving lower, widening the spread by 2.2bps.
  • Nothing too notable as we move at widest level since mid Sep (13th), but TYZ1 now eye the September low at 132.20+ next, also the lowest level since 14th July (Bastille day)
  • Yesterday's low in Bund is at 171.19

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