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US TSY OPTIONS

Large 5Y Call Buy

US TSYS

Repo Reference Rates

EUR

EURUSD is through session low

SOY TECHS

(H2) Corrective Cycle

US TSY OPTIONS

BLOCKs, March 10Y Put Spds

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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
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
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