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Tsys Retain Bid After Decent Durables

US TSY FUTURES
Tsys holding near early session highs post data, two-way flow noted in intermediates with carry-over bank portfolio selling in 10s, derivative selling out the curve vs. real$ buying 30s. Yld curves adding to Mon's bull flattening, update:
  • 3M10Y -2.291, 68.684 (L: 68.585 / H: 70.949)
  • 2Y10Y -1.302, 63.658 (L: 63.658 / H: 65.464)
  • 2Y30Y -1.428, 142.523 (L: 142.523 / H: 144.905)
  • 5Y30Y -0.51, 123.335 (L: 123.19 / H: 124.868)
  • Current futures levels:
  • Dec 2Y up 0.25/32 at 110-13.62 (L: 110-13.12 / H: 110-13.62)
  • Dec 5Y up 1.5/32 at 125-23.25 (L: 125-20.75 / H: 125-23.25)
  • Dec 10Y up 3/32 at 138-23.5 (L: 138-18.5 / H: 138-24)
  • Dec 30Y up 11/32 at 173-30 (L: 173-12 / H: 173-30)
  • Dec Ultra 30Y up 26/32 at 217-10 (L: 216-02 / H: 217-10)

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