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US EURODLR FUTURES

BLOCK, Green Pack

Yld Curves Flatter

US TSY FUTURES CLOSE

Tsy futures steady to mixed after the NY close, yld curves flatter with Bonds outperforming most of the session. Moderate volumes include decent pick-up in Sep/Dec rolling ahead Aug 31 final notice. Update:

  • 3M10Y -1.041, 54.161 (L: 52.18 / H: 55.783)
  • 2Y10Y -1.506, 49.07 (L: 48.422 / H: 51.348)
  • 2Y30Y -3.393, 120.423 (L: 120.119 / H: 124.767)
  • 5Y30Y -3.026, 107.915 (L: 107.788 / H: 111.616)
  • Current futures levels:
  • Sep 2Y down 0.25/32 at 110-13 (L: 110-12.875 / H: 110-13.75)
  • Sep 5Y down 1/32 at 125-27 (L: 125-26.25 / H: 125-30.75)
  • Sep 10Y down 0.5/32 at 139-17.5 (L: 139-13.5 / H: 139-23.5)
  • Sep 30Y up 8/32 at 179-19 (L: 178-28 / H: 179-28)
  • Sep Ultra 30Y up 31/32 at 221-21 (L: 219-24 / H: 221-31)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com