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AUD

Extending small gains

US TSY OPTIONS

Put spread trades again

Tsys have quietly marched to new.....>

US TSY FUTURES
US TSY FUTURES: Tsys have quietly marched to new session lows, yld curves bear
steepening, apparently in-line w/US$/Yen climbing to 110-09, 110-05 last. Tsy
yld curves remain flat, update:
* 2s10s +1.258, 18.877 (17.167L/18.877H);
* 2s30s +1.191, 52.921 (51.128L/52.921H);
* 5s30s +0.262, 52.295 (50.969L/52.790H);
Current futures levels:
* Mar Ultra bonds down 18/32 at 159-23 (159-21L/160-17H)
* Mar 30-yr Bond futures down 16/32 at 145-14 (145-14L/146-03H)
* Mar 10-yr futures down 5.5/32 at 121-24.5 (121-24L/122-00H)
* Mar 5-yr futures down 3.25/32 at 114-13.75 (114-13.25L/114-17.75H)
* Mar 2-yr futures down 1/32 at 106-01.12 (106-00.88L/106-02.38H)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com