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Yld Curves Continue Bear Steepening

US TSY FUTURES CLOSE

Weaker after the bell, near middle of session range with level receding late. Yld curves continue to bear steepen, update:

  • 3M10Y +3.443, 71.363 (L: 68.583 / H: 72.523)
  • 2Y10Y +2.274, 66.329 (L: 64.654 / H: 68.104)
  • 2Y30Y +2.465, 147.102 (L: 144.573 / H: 149.733)
  • 5Y30Y +1.494, 126.964 (L: 124.799 / H: 128.49)
  • Current futures levels:
  • Dec 2Y down 0.125/32 at 110-13.5 (L: 110-13 / H: 110-13.875)
  • Dec 5Y down 1.5/32 at 125-21.5 (L: 125-19 / H: 125-23.75)
  • Dec 10Y down 4/32 at 138-18.5 (L: 138-13 / H: 138-24.5)
  • Dec 30Y down 12/32 at 173-4 (L: 172-17 / H: 173-24)
  • Dec Ultra 30Y down 18/32 at 215-8 (L: 213-27 / H: 216-09)

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