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Buy the rumor sell the fact: appr 140,000...>

US TSYS
US TSYS: Buy the rumor sell the fact: appr 140,000 TYH traded on 2-way post WHO
annc from 131-11 to 131-16.5. Currently, Tsys continue to pare back gains,
equities off lows. Update:
* 3M10Y  -3.08, -1.098 (L: -3.917 / H: 2.496)
* 2Y10Y  -0.16, 16.358 (L: 15.193 / H: 17.22)
* 2Y30Y  +1.376, 63.286 (L: 61.623 / H: 64.469)
* 5Y30Y  +1.12, 64.291 (L: 62.98 / H: 65.559); Current futures levels:
* Mar 2-Yr futures up 1.375/32  at 108-2 (L: 108-00.5 / H: 108-03.75)
* Mar 5-Yr futures up 4.75/32  at 120-1.5 (L: 119-28.75 / H: 120-06.5)
* Mar 10-Yr futures up 9/32  at 131-9.5 (L: 131-00.5 / H: 131-17)
* Mar 30-Yr futures up 21/32  at 162-29 (L: 162-11 / H: 163-12)
* Mar Ultra futures up 1-0/32  at 193-10 (L: 192-08 / H: 194-04)

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