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Tsy Lower Post Data

US TSY FUTURES

Tsy futures traded lower after better than expected Retail Sales data, long end tapped early overnight lows before bouncing slightly, volumes still fairly muted (TYZ<260k). Yld curves mildly steeper now, update:

  • 3M10Y +0.515, 63.091 (L: 61.169 / H: 63.257)
  • 2Y10Y +0.203, 59.327 (L: 58.2 / H: 59.69)
  • 2Y30Y +0.131, 137.368 (L: 135.776 / H: 137.837)
  • 5Y30Y +0.404, 120.223 (L: 119.014 / H: 120.556)
  • Current futures levels:
  • Dec 2Y up 0.25/32 at 110-14.25 (L: 110-14.125 / H: 110-14.5)
  • Dec 5Y up 0.75/32 at 125-27.75 (L: 125-27 / H: 125-28.5)
  • Dec 10Y up 0.5/32 at 139-4.5 (L: 139-03 / H: 139-07)
  • Dec 30Y down 3/32 at 175-5 (L: 175-03 / H: 175-17)
  • Dec Ultra 30Y down 9/32 at 219-18 (L: 219-14 / H: 220-12)

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