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EURIBOR OPTIONS

Vol Buying Resumes

US TSY OPTIONS

5Y Weekly Midcurve Calls

US 10YR FUTURE TECHS

‌‌(U1)‌‌ Support Holds For Now

OPTIONS

Expiries for Jul26 NY cut 1000ET (Source DTCC)

FED

New York Fed Staff Nowcast

Well bid after the bell but....>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Well bid after the bell but off late session highs on
choppy trade tied to headline risk: Trump to release Ukraine call transcript
spurred short lived risk-off unwind; Speaker Pelosi going ahead w/impeachment
according to Washington Post pushed rates to new session highs. Update: 
* 3M10Y  -11.514, -28.786 (L: -30.074 / H: -22.498)
* 2Y10Y  -1.63, 2.509 (L: 0.925 / H: 4.066)
* 2Y30Y  -0.479, 48.278 (L: 45.754 / H: 48.969)
* 5Y30Y  +1.065, 57.983 (L: 55.226 / H: 58.621)
Current futures levels:
* Dec 2-Yr futures up 4.75/32 at 107-26.5 (L: 107-20.875 / H: 107-27.25)
* Dec 5-Yr futures up 12/32 at 119-10.75 (L: 118-27.75 / H: 119-12.5)
* Dec 10-Yr futures up 18/32 at 130-20.5 (L: 129-29.5 / H: 130-24.5)
* Dec 30-Yr futures up 1-10/32 at 162-31 (L: 161-06 / H: 163-06)
* Dec Ultra futures up 1-29/32 at 192-22 (L: 189-26 / H: 193-02)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com