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Yield Curves Bouncing

US TSY FUTURES

Yield curves bear steepening with Bonds extending session lows last couple minutes (30YY +.0870 at 1.8948%), 5s30s still sub-100bp after collapsing post FOMC, but gaining. Short end curves outperforming:

  • 3M10Y +6.971, 133.99 (L: 128.633 / H: 134.161)
  • 2Y10Y +6.244, 112.476 (L: 106.221 / H: 112.647)
  • 2Y30Y +7.196, 164.151 (L: 157.046 / H: 164.219)
  • 5Y30Y +2.796, 98.379 (L: 93.752 / H: 98.379)

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