+5,500 FVH5 106-14.5, buy through 106-14.25 post time offer at 0824:00ET, DV01 $229,000. The 5Y contract traded up to 106-15.25 after the cross but before the data release, currently trades 106-14 (-4).
US TSYS: Post-Durable Goods Orders React
Jan-28 13:36
Treasury futures pare losses slightly after lower than expected Durable Goods Orders and down-revision to prior, while Capital Goods are higher than expected.
Currently, the Mar'25 10Y contract trades -6.5 at 108-30.5, off late overnight low of 108-25.5. Futures remain inside technical ranges: support well below at 108-00/107-06 (Low Jan 16 / 13 and the bear trigger), nearly breached yesterday - resistance above at 109-12+ (50-day EMA).
Cross-asset moves: Bloomberg US$ index gains 4.57 at 1301.41, Gold +8.40 at 2749.21.
MNI:US DEC DURABLE NEW ORDERS -2.2%; EX-TRANSPORTATION +0.3%
Jan-28 13:30
MNI:US DEC DURABLE NEW ORDERS -2.2%; EX-TRANSPORTATION +0.3%
US NOV DURABLE GDS NEW ORDERS REV TO -2.0%
US DEC NONDEF CAP GDS ORDERS EX-AIR +0.5% V NOV +0.9%