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Back to paring gains on the heels....>

US TSY FUTURES
US TSY FUTURES: Back to paring gains on the heels of latest 20-30Y NY Fed op
purchase, Tsys extending session lows (but remain well off overnight lows). Yld
curves still flatter but bouncing off lows. Update:
* 3M10Y  -6.641, 43.47 (L: 40.462 / H: 47.507)
* 2Y10Y  -3.469, 36.499 (L: 35.228 / H: 41.137)
* 2Y30Y  -5.562, 95.514 (L: 93.338 / H: 101.407)
* 5Y30Y  -3.541, 83.578 (L: 81.584 / H: 87.073); Current futures levels:
* Jun 2-Yr futures steady at at 110-6.5 (L: 110-05.875 / H: 110-07.625)
* Jun 5-Yr futures up 4.5/32 at 125-19.5 (L: 125-14.25 / H: 125-23.25)
* Jun 10-Yr futures up 12.5/32 at 139-16 (L: 139-02.5 / H: 139-22)
* Jun 30-Yr futures up 1-16/32 at 182-8 (L: 180-28 / H: 183-01)
* Jun Ultra futures up 2-26/32 at 229-6 (L: 226-19 / H: 231-10)

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