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Weaker But Off Post FOMC Lows

US TSY FUTURES CLOSE

Weaker across the board after the bell -- but well off session lows that occurred when Fed Chairman Powell Q&A got underway. Yield curves holding steeper. Update:

  • 3M10Y +2.401, 59.132 (L: 54.533 / H: 59.877)
  • 2Y10Y +1.838, 55.424 (L: 51.933 / H: 55.752)
  • 2Y30Y +2.674, 131.474 (L: 126.741 / H: 132.124)
  • 5Y30Y +1.679, 117.398 (L: 114.064 / H: 117.997)
  • Current futures levels:
  • Dec 2Y down 0.25/32 at 110-14.25 (L: 110-14 / H: 110-14.75)
  • Dec 5Y -2/32 at 125-30 (L: 125-29.25 / H: 126-02)
  • Dec 10Y -4.5/32 at 139-11.5 (L: 139-10.5 / H: 139-22)
  • Dec 30Y -12/32 at 176-4 (L: 175-28 / H: 177-04)
  • Dec Ultra 30Y down 1-10/32 at 221-14 (L: 221-01 / H: 223-26)

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