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Carry-over risk off bid with.........>

US TSY FUTURES
US TSY FUTURES: Carry-over risk off bid with equities locked limit down until
cash open pushing Tsy ylds to new all-time lows (10YY 0.3137%; 30YY 0.6987%).
Multiple circuit breakers triggered overnight w/WNM well past top breaker of
237-06: no limit; USM did tap top limit of 191-22 but has receded. Yld curves
collapse but are off overnight lows. Update:
* 3M10Y  -22.95, 5.694 (L: -29.46 / H: 8.061)
* 2Y10Y  -10.513, 14.108 (L: 2.091 / H: 21.409)
* 2Y30Y  -20.782, 56.352 (L: 39.934 / H: 70.617)
* 5Y30Y  -17.312, 50.337 (L: 36.328 / H: 60.88); Current futures levels:
* Jun 2-Yr futures up 13.5/32 at 110-8.375 (L: 109-29.375 / H:
110-09.3760000000002)
* Jun 5-Yr futures up 1-5.5/32 at 125-20.5 (L: 124-23.25 / H:
125-25.5007999999998)
* Jun 10-Yr futures up 2-09/32 at 140-6.5 (L: 138-15 / H: 140-24)
* Jun 30-Yr futures up 8-18/32 at 188-08 (L: 180-17 / H: 191-22)
* Jun Ultra futures up 16-02/32 at 241-08 (L: 227-28 / H: 249-00)

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