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JGB TECHS

(U1) Fades Off 2021 Highs

AUSSIE BONDS

COVID, COVID & More COVID

AUSSIE 10-YEAR TECHS

(U1) Needle Points North

US EURODLR FUTURES

EDZ1/H2 Given

US TSY FUTURES CLOSE

Mixed after the bell, yld curves steeper with long end failing to maintain first half support. Volume relatively muted, especially when taking the final dregs of Sep/Dec rolling into account, Dec takes lead quarterly Monday. Note, BBg/Barclays month end Tsy extension at 0.16y largest since 2009. Update:

  • 3M10Y -1.288, 63.281 (L: 60.988 / H: 67.438)
  • 2Y10Y +0.553, 59.748 (L: 57.751 / H: 62.495)
  • 2Y30Y +3.347, 138.282 (L: 134.317 / H: 141.226)
  • 5Y30Y +4.626, 124.122 (L: 120.314 / H: 125.035)
  • Current futures levels:
  • Sep 2Y up 1.3/32 at 110-13.375 (L: 110-11.625 / H: 110-14.12)
  • Sep 5Y up 5.25/32 at 125-26.75 (L: 125-18 / H: 125-28.7)
  • Sep 10Y up 7/32 at 139-6 (L: 138-23 / H: 139-11.5)
  • Sep 30Y down 6/32 at 176-7 (L: 175-05 / H: 176-28)
  • Sep Ultra 30Y down 16/32 at 214-30 (L: 212-14 / H: 216-08)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com