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AUSSIE 10-YEAR TECHS

(H1) Fragile Outlook

US TSYS SUMMARY

Curve Lower, Flatter as Yields Reverse Off Cycle Highs

US TSY/RECAP

Yield Curve Update

STIR FUTURES

Eurodollars Futures Snapshot

USDCAD TECHS

Consolidating

AUDUSD TECHS

Probes Key Support

*** Yld curves snap steeper....>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: *** Yld curves snap steeper w/late vol in long end. Long
end scaling back strong gains in late trade, but rebound just as quickly (TYH
extends session high after dip ahead close). Heavy late volume: >260k TYH from
122-12 back up to -16.5 (total volume on day >1.6M) near 100k USH from 146-27 to
146-15 and back to -29. First half, strong bid across the curve no longer
risk-off with equities surged, sources pointed to FANG shares, GE
outperformance. Tsy yld curves mixed/off lows, update:
* 2s10s -0.090, 16.652 (16.160L/17.577);
* 2s30s +1.779, 54.001 (51.561L/54.724H);
* 5s30s +1.677, 56.410 (53.800L/56.709H);
Current futures levels:
* Mar Ultra bonds up 1-20/32 at 161-19 (160-07L/161-20H)
* Mar 30-yr Bond futures up 1-8/32 at 146-30 (145-29L/147-00H)
* Mar 10-yr futures up 18.5/32 at 122-18.5 (122-02L/122-18.5H)
* Mar 5-yr futures up 11/32 at 114-29.75 (114-20L/114-29.75H)
* Mar 2-yr futures up 4.62/32 at 106-06 (106-02L/106-06.12H)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com