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Well Off Morning Lows

US TSY FUTURES CLOSE

Choppy day for rates, nearly matching late Tue lows in post-morning data trade then surging to mildly higher/narrow range by midday, yield curves steeper again.

  • 3M10Y +2.448, 125.422 (L: 120.868 / H: 127.532)
  • 2Y10Y +1.489, 117.824 (L: 114.989 / H: 120.293)
  • 2Y30Y +3.249, 196.266 (L: 191.662 / H: 198.689)
  • 5Y30Y +3.116, 152.028 (L: 148.272 / H: 153.184)
  • Current futures levels:
  • Mar 2Y up 0.25/32 at 110-16.25 (L: 110-15.75 / H: 110-16.375)
  • Mar 5Y up 2/32 at 125-15 (L: 125-11.75 / H: 125-17)
  • Mar 10Y up 3.5/32 at 135-27.5 (L: 135-20 / H: 136-02)
  • Mar 30Y up 3/32 at 164-16 (L: 163-25 / H: 165-08)
  • Mar Ultra 30Y down 10/32 at 196-6 (L: 195-03 / H: 198-03)

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