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Back to early first half lows........>

US TSY FUTURES
US TSY FUTURES: Back to early first half lows following NY Fed Dudley's mildly
hawkish comments in AP interview, while USD surge to new session highs adds to
pressure in rates. Current futures levels:
* Sep Ultra bonds down 21/32 at 167-12 (167-06L/168-01H)
* Sep 30-yr Bond futures down 14/32 at 155-01 (154-27L/155-16H)
* Sep 10-yr futures down 10/64 at 126-16 (126-15.5L/126-25.5H)
* Sep 5-yr futures down 6/32 at 118-14.75 (118-15L/118-20.25H)
* Sep 2-yr futures down 1.75/32 at 108-07.5 (108-07.75L/108-09.25H)

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