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Equities, fresh round of selling,....>

US TSY FUTURES
US TSY FUTURES: Equities, fresh round of selling, SPX -36.5, -1.5%; Intermediate
Tsys catching a bid on new lows for stocks w/curves steepening out a little. Re:
equities, source points out: "2,344.60 is bear market territory for the S&P 500
(-20% from the high on a closing basis). Haven't had a bear since 2009. Closest
we came was -19.39%
from April-October 2011" Yld curves:
* 2s10s +0.466, 15.174 (13.596L/17.381H);
* 2s30s +1.176, 39.941 (37.454L/41.383H);
* 5s30s +2.183, 41.231 (38.927L/41.704H);
Current futures levels:
* Mar Ultra bonds up 16/32 at 160-25 (159-28L/161-05H)
* Mar 30-yr Bond futures up 12/32 at 145-06 (144-17L/145-14H)
* Mar 10-yr futures up 8/32 at 121-09 (121-00L/121-10H)
* Mar 5-yr futures up 6.5/32 at 114-05.75 (114-00.5L/114-07H)
* Mar 2-yr futures up 3/32 at 105-30.75 (105-28.25L/105-31.25H)

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