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Aside from US$/Yen inching lower.....>

US TSY FUTURES
US TSY FUTURES: Aside from US$/Yen inching lower (-.27, 109.91), rebound in
Italy vs. Bunds (10Y +10.6 to 254.5) is lending to curve flattening rally in
rates. Yld curve update:
* 2s10s -1.019, 44.134 (43.462L/46.808H);
* 2s30s -1.803, 58.349 (57.892L/62.659H);
* 5s30s -1.229, 29.859 (29.475L/32.584H);
Current futures levels:
* Sep Ultra bonds up 27/32 at 156-15 (155-02L/156-15H)
* Sep 30-yr Bond futures up 16/32 at 142-29 (142-01L/142-30H)
* Sep 10-yr futures up 4.5/32 at 119-13.5 (119-04L/119-13.5H)
* Sep 5-yr futures up 2.25/32 at 113-08.25 (113-03.5L/113-08.25H)
* Sep 2-yr futures up 0.25/32 at 105-28 (105-26.75L/105-28.25H)

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