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Unwind Mon's Weakness

US TSY FUTURES CLOSE

Moderately higher across the curve, long end nearly unwinds Monday's weakness. Tepid risk-off tone ahead Tuesday night's presidential debate. Yld curves mixed, update:

  • 3M10Y -0.01, 55.129 (L: 53.693 / H: 55.874)
  • 2Y10Y -0.296, 52.289 (L: 51.08 / H: 53.241)
  • 2Y30Y +0.067, 128.792 (L: 126.917 / H: 129.437)
  • 5Y30Y +0.501, 115.977 (L: 114.121 / H: 116.059)
  • Current futures levels:
  • Dec 2Y up 0.25/32 at 110-15.375 (L: 110-15 / H: 110-15.5)
  • Dec 5Y up 1.75/32 at 126-3.75 (L: 126-02.25 / H: 126-04.5)
  • Dec 10Y up 3.5/32 at 139-23.5 (L: 139-20 / H: 139-26)
  • Dec 30Y up 7/32 at 177-2 (L: 176-27 / H: 177-12)
  • Dec Ultra 30Y up 15/32 at 223-13 (L: 222-28 / H: 224-01)

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