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Well Bid, Off Highs

US TSY FUTURES

Tsy futures trading well bid but off highs from a couple hours ago. Decent volumes, TYZ near 400k already, on early chop as levels bouncing again after the opening bell. Risk-off continues as equities trade lower (ESZ0 -51.0). Pre-open flow included fast$ and program selling intermediates, real$ buying cash in long end.

  • 3M10Y -1.166, 65.934 (L: 64.075 / H: 66.842)
  • 2Y10Y -1.281, 60.741 (L: 60.299 / H: 62.244)
  • 2Y30Y -1.259, 139.305 (L: 138.893 / H: 140.853)
  • 5Y30Y -0.184, 121.952 (L: 121.509 / H: 122.935)
  • Current futures levels:
  • Dec 2Y up 0.25/32 at 110-13.75 (L: 110-13.37 / H: 110-13.8)
  • Dec 5Y up 1.75/32 at 125-26 (L: 125-24 / H: 125-26.75)
  • Dec 10Y up 4.5/32 at 138-31.5 (L: 138-27 / H: 139-02)
  • Dec 30Y up 18/32 at 174-21 (L: 174-09 / H: 174-26)
  • Dec Ultra 30Y up 1-8/32 at 218-26 (L: 218-03 / H: 219-04)

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