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Bouncing off post data lows,.........>

US TSY FUTURES
US TSY FUTURES: Bouncing off post data lows, futures cratering following the
totally unexpected NFP +2.5M vs. -7.5M est! (Bbg survey breakdown for NFP
yesterday: of the 75 respondents, the highest est was -800k). Obviously better
selling across the curve on heavy volumes (TYU already >940k), stops triggered
on the way, bank portfolio and real$ buying intermediates to long end, prop acct
buying on the follow. Update: 
* 3M10Y  +7.829, 74.957 (L: 63.72 / H: 78.981)
* 2Y10Y  +6.435, 68.983 (L: 60.69 / H: 71.787)
* 2Y30Y  +5.088, 148.475 (L: 140.907 / H: 152.028)
* 5Y30Y  +0.763, 122.941 (L: 120.797 / H: 126.4); Current futures levels:
* Sep 2-Yr futures down 2.125/32 at 110-8 (L: 110-06.875 / H: 110-10.375)
* Sep 5-Yr futures down 12/32 at 124-23.25 (L: 124-18 / H: 125-05.5)
* Sep 10-Yr futures down 24/32 at 137-1.5 (L: 136-22 / H: 137-30.5)
* Sep 30-Yr futures down 1-27/32 at 172-05 (L: 170-30 / H: 174-15)
* Sep Ultra futures down 3-10/32 at 206-08 (L: 203-31 / H: 210-08)

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