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Bid but well off early highs...>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Bid but well off early highs when 30YY tapped near
all-time lows (1.9039%), near middle of range after the bell. Yld curves net
changes mixed/off lows after 3M10Y and 2Y10Y curves made new 12+ year lows.
Heavy volume again tied to Sep/Dec rolling that has nearly run it's course (Dec
top step Friday). Update:
* 3M10Y  -0.417, -51.796 (L: -55.17 / H: -50.637)
* 2Y10Y  +1.667, -3.664 (L: -6.634 / H: -2.856)
* 2Y30Y  +0.909, 43.481 (L: 38.586 / H: 44.144)
* 5Y30Y  -0.584, 56.481 (L: 52.53 / H: 57.137)
Current futures levels:
* Sep 2-Yr futures up 1/32 at 107-26 (L: 107-24.375 / H: 107-27)
* Sep 5-Yr futures up 3.5/32 at 119-20.25 (L: 119-16 / H: 119-23.5)
* Sep 10-Yr futures up 6.5/32 at 131-11 (L: 131-04 / H: 131-16.5)
* Sep 30-Yr futures up 10/32 at 166-26 (L: 166-18 / H: 167-18)
* Sep Ultra futures up 23/32 at 197-18 (L: 197-03 / H: 198-31)

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