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Broadly higher by the..........>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Broadly higher by the bell/off midmorning highs amid
moderate profit taking from midday on. Another emply miss, May +75k vs. +175k
est spurred strong bid across the curve, June rate cut chances climbed just
north of 40% in first half. Choppy curve action, lvls mostly flatter. Update:
* 3M10Y  -0.091, -19.423 (L: -23.798 / H: -18.138)
* 2Y10Y  -0.545, 23.125 (L: 22.024 / H: 28.634)
* 2Y30Y  -1.651, 71.627 (L: 70.979 / H: 80.134)
* 5Y30Y  -1.597, 71.309 (L: 70.775 / H: 78.197)
Current futures levels:
* Sep 2-Yr futures up 1.5/32  at 107-15.25 (L: 107-12.75 / H: 107-20.75)
* Sep 5-Yr futures up 4.25/32  at 117-22.5 (L: 117-16 / H: 118-01.25)
* Sep 10-Yr futures up 9/32  at 127-7 (L: 126-28 / H: 127-19.5)
* Sep 30-Yr futures up 1-01/32  at 154-18 (L: 153-15 / H: 154-30)
* Sep Ultra futures up 1-21/32  at 176-10 (L: 174-16 / H: 176-23)

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