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Already climbing off session lows,...>

US TSY FUTURES
US TSY FUTURES: Already climbing off session lows, Tsys continue to bounce after
30Y bond auction tailed. Yld curves broadly steeper but moving off highs a
little. Update
* 3M10Y  +11.425, 37.844 (L: 22.709 / H: 40.987)
* 2Y10Y  +2.869, 24.438 (L: 19.788 / H: 26.248)
* 2Y30Y  +1.244, 71.54 (L: 69.07 / H: 73.458)
* 5Y30Y  -3.023, 65.255 (L: 65.196 / H: 68.747)
Current futures levels:
* Dec 2-Yr futures down 5.625/32  at 107-14.375 (L: 107-13.5 / H: 107-20.625)
* Dec 5-Yr futures down 20.25/32  at 118-1.25 (L: 117-29.25 / H: 118-23.25)
* Dec 10-Yr futures down 1-3.5/32  at 128-7 (L: 127-31.5 / H: 129-12)
* Dec 30-Yr futures down 2-18/32  at 156-13 (L: 155-26 / H: 159-00)
* Dec Ultra futures down 4-3/32  at 181-17 (L: 180-15 / H: 185-21)

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