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Tsys Futures Off Earlier Lows

US TSYS
  • Treasury futures are off earlier lows and now trade at session's best, although well within Friday's ranges, while volumes are elevated. TUU4 -00⅛ to 103-04, while TYU4 - 01 to 113-02+.
  • Cash treasury curve is flat to 2bps higher, with a slight flattening occurring. The 2yr yield was +1.6bps to 4.066%, while the 10yr yield was +1bps at 3.892%.

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