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Early Sep/Dec roll action last few...>

US TSY FUTURES
US TSY FUTURES: Early Sep/Dec roll action last few minutes total +6,400 TYU/TYZ
at 4, small offer still, large 3.75 bid. Current cash 10Y 100-05 (2.855%); 30YY
currently 3.012%. Yld curve update:
* 2s10s -0.954, 24.296 (24.062L/25.435H);
* 2s30s -1.208, 39.981 (39.726L/41.094H);
* 5s30s -0.286, 27.402 (26.903L/27.720H);
Current futures levels:
* Sep Ultra bonds up 14/32 at 159-00 (158-21L/159-02H)
* Sep 30-yr Bond futures up 12/32 at 144-29 (144-19L/144-29H)
* Sep 10-yr futures up 4/32 at 120-12 (120-09L/120-12.5H)
* Sep 5-yr futures up 2.25/32 at 113-21 (113-19L/113-21.25H)
* Sep 2-yr futures up .5/32 at 105-26.5 (105-26L/105-26.75H)

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