US TSY FUTURES: Yield Curves Bear Steepening

Oct-07 12:58

Fresh round of selling extends session lows last few minutes, yield curves bear steepening (2s10s +2.406 at -41.646), focus on drop in participation rate and unemployment has traders anticipating more rate hikes into 2023. Stocks not taking the data positively either, SPX eminis slipped to 3700.75 low.

Historical bullets

US EURODLR OPTIONS: Call fly seller

Sep-07 12:57

EDZ2 96.00/96.25/96.50c fly sold at 3.5 and 3.25 in 20k

MNI: US REDBOOK: SEP STORE SALES +10.9% V YR AGO MO

Sep-07 12:55



  • MNI: US REDBOOK: SEP STORE SALES +10.9% V YR AGO MO
  • US REDBOOK: STORE SALES +10.9% WK ENDED SEP 03 V YR AGO WK

BONDS: EU ROLL UPDATE

Sep-07 12:53
  • Buxl: 94%
  • Bund: 96%
  • Bobl: 98%
  • Schatz: 90%
  • BTP: 94%
  • BTPS: 98%
  • OAT: 99%