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Drifting near overnight lows, very...>

US TSY FUTURES
US TSY FUTURES: Drifting near overnight lows, very light futures volume
(TYU<205k so far). Current cash 10Y 100-01.5 (2.867%) vs. 100-04.5 (2.856%) late
Monday. Curves update:
* 2s10s +0.068, 29.603 (29.215L/30.239H);
* 2s30s -0.254, 40.040 (39.602L/40.675H);
* 5s30s -0.418, 20.975 (20.601L/21.358H);
Current futures levels:
* Sep Ultra bonds down 6/32 at 159-26 (159-24L/160-04H)
* Sep 30-yr Bond futures down 4/32 at 145-00 (144-30L/145-07H)
* Sep 10-yr futures down 2.5/32 at 120-01.5 (120-01L/120-05H)
* Sep 5-yr futures down 1.25/32 at 113-15 (113-14.5L/113-16.75H)
* Sep 2-yr futures down .5/32 at 105-26.75 (105-26.5L/105-27.5H)

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