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US TSY OPTIONS

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US TSY FUTURES
US TSY FUTURES: Curves flattening again, well off steepest levels seen earlier
in the session. Reversal most pronounced in 2s/10s. Curve update:
* 3M10Y +0.48, -31.272 (L: -32.458 / H: -24.965)
* 1Y10Y +1.199, -14.839 (L: -16.602 / H: -10.387)
* 2Y10Y -1.611, 5.732 (L: 5.189 / H: 10.557)
* 2Y30Y -1.302, 54.141 (L: 53.248 / H: 61.006)
* 5Y30Y +0.315, 61.777 (L: 60.807 / H: 65.525)
Current futures levels:
* Sep 2-Yr futures (TU) down 3.75/32 at 107-25.5 (L: 107-25.25 / H: 107-28.875)
* Sep 5-Yr futures (FV) down 7.5/32 at 119-8.5 (L: 119-06.5 / H: 119-15)
* Sep 10-Yr futures (TY) down 14.5/32 at 130-15 (L: 130-09.5 / H: 130-26)
* Sep 30-Yr futures (US) down 42/32 at 164-8 (L: 163-12 / H: 165-02)
* Sep Ultra futures (WN) down 91/32 at 192-28 (L: 191-02 / H: 194-15)