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TYH Off Resistance, Downtrend Remains

US TSY FUTURES CLOSE

Futures mostly higher after the bell, TYH1 steady after rejecting resistance (136-01) before 20Y auction tailed, spurring further selling. Not much of a react to Jan FOMC minutes.

  • 3M10Y -2.02, 125.08 (L: 122.637 / H: 128.627)
  • 2Y10Y -1.123, 117.987 (L: 115.597 / H: 121.001)
  • 2Y30Y -1.916, 194.966 (L: 191.701 / H: 198.9)
  • 5Y30Y -1.72, 149.935 (L: 147.536 / H: 152.595)
  • Current futures levels:
  • Mar 2Y up 0.75/32 at 110-16 (L: 110-15 / H: 110-16.25)
  • Mar 5Y up 1.25/32 at 125-13.75 (L: 125-07.5 / H: 125-15.5)
  • Mar 10Y up 1/32 at 135-26 (L: 135-15 / H: 135-30.5)
  • Mar 30Y up 15/32 at 164-18 (L: 163-17 / H: 165-02)
  • Mar Ultra 30Y up 1-0/32 at 196-25 (L: 194-28 / H: 197-31)

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