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Bit of a straight up risk-off........>

US TSY FUTURES
US TSY FUTURES: Bit of a straight up risk-off support for Tsys with equities
weaker (ESM0 -45.0), West Texas crude -27% (-5.19 at 13.08!). Tsy bounce after
cratering late Fri when NY Fed annc lower daily avg Tsy security purchases of
$15B/wk vs. $30B avg last wk ($50B/wk prior) finally sunk in. Yld curves
currently running mildly flatter for most part. Update:
* 3M10Y  -0.362, 49.574 (L: 43.192 / H: 50.057)
* 2Y10Y  -0.900, 42.483 (L: 41.627 / H: 43.813)
* 2Y30Y  -0.692, 104.531 (L: 103.286 / H: 105.879)
* 5Y30Y  +0.044, 89.938 (L: 88.916 / H: 90.592); Current futures levels:
* Jun 2-Yr futures down 0.125/32 at 110-6.5 (L: 110-06.375 / H: 110-07.125)
* Jun 5-Yr futures up 2/32 at 125-15.25 (L: 125-13 / H: 125-17)
* Jun 10-Yr futures up 6.5/32 at 139-3 (L: 138-29.5 / H: 139-06)
* Jun 30-Yr futures up 21/32 at 180-17 (L: 180-01 / H: 180-29)
* Jun Ultra futures up 1-1/32 at 225-20 (L: 224-31 / H: 226-17)

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