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Tsys Futures Steady Amid Sell-Off In Equities

US TSYS
  • Treasury futures have done little in the first half of trading today, there was a small and brief move higher when VIX spike and equities sold off however we have since erased that move.
  • TUZ4 is +0-01+ at 103-28+ while TYZ4 is +0-03+ at 114-03+.
  • Cash treasury curves have twist-steepened. The 2yr is -0.4bps at 3.859%, while the 10yr is -+0.2bps at 3.833%.

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