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Ylds New Session Highs

US TSY FUTURES

Tsy ylds making new session highs in late trade, 30YY +0.137 at 1.4525% still off Wed's high of 1.4694%. Nevertheless, quiet late week trade on muted volumes, TYZ<600k w/20 minutes ahead NY close. Yld curves running mildly steeper.

  • 3M10Y +1.005, 60.243 (L: 57.097 / H: 60.332)
  • 2Y10Y +0.693, 55.661 (L: 53.366 / H: 55.9)
  • 2Y30Y +1.631, 131.608 (L: 127.71 / H: 131.608)
  • 5Y30Y +1.431, 117.45 (L: 114.508 / H: 117.66)
  • Current futures levels:
  • Dec 2Y -0.25/32 at 110-14.625 (L: 110-14.5 / H: 110-15)
  • Dec 5Y -1/32 at 125-31.25 (L: 125-30.5 / H: 126-01.25)
  • Dec 10Y down 2.5/32 at 139-12 (L: 139-11.5 / H: 139-18)
  • Dec 30Y down 16/32 at 175-31 (L: 175-30 / H: 176-28)
  • Dec Ultra 30Y down 1-6/32 at 221-18 (L: 221-17 / H: 223-15)

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