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Ylds Softer On Sideways Trade

US TSY FUTURES CLOSE

Futures trading modestly higher after the bell, off midday highs on two way trade ahead Wed's ADP private employ data. Yld curves mixed while 5s30s marches back steeper, still appr 13bps off last Thu's high.

  • 3M10Y -1.095, 137.054 (L: 135.506 / H: 141.418)
  • 2Y10Y -0.335, 129.059 (L: 127.315 / H: 132.246)
  • 2Y30Y +2.396, 209.151 (L: 204.45 / H: 210.942)
  • 5Y30Y +4.95, 154.239 (L: 148.106 / H: 154.755)
  • Current futures levels:
  • Jun 2Y up 0.25/32 at 110-14.375 (L: 110-13.5 / H: 110-14.625)
  • Jun 5Y up 7/32 at 124-17.75 (L: 124-10.25 / H: 124-18.5)
  • Jun 10Y up 11.5/32 at 133-17.5 (L: 133-05 / H: 133-20.5)
  • Jun 30Y up 10/32 at 159-16 (L: 158-24 / H: 160-01)
  • Jun Ultra 30Y up 10/32 at 188-21 (L: 187-16 / H: 190-04)

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