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Bit of a risk-on unwind from late....>

US TSY FUTURES
US TSY FUTURES: Bit of a risk-on unwind from late morning on, albeit amid very
thin trade volume (TYU<535k at moment), futures well off session lows heading
into midday despite US$/Yen holding strong gains (+.28, 110.75). Current cash
10Y 100-06.5 (2.849%) vs. 100-05.5 (2.853%) on the open. Curves mixed:
* 2s10s +0.690, 28.804 (28.209L/29.578H);
* 2s30s +0.731, 39.596 (38.690L/40.450H);
* 5s30s +0.478, 21.452 (20.297L/21.825H);
Current futures levels:
* Sep Ultra bonds down 15/32 at 160-06 (159-26L/160-29H)
* Sep 30-yr Bond futures down 11/32 at 145-10 (145-03L/145-28H)
* Sep 10-yr futures down 5/32 at 120-06 (120-03L/120-12.5H)
* Sep 5-yr futures down 43.25/32 at 113-17.25 (113-15.5L/113-21.25H)
* Sep 2-yr futures down 1.25/32 at 105-27.25 (105-26.75L/105-28.75H)

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