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US TSY FUTURES CLOSE: Finish shortened session higher, curves off early steeper
lvls as long end recovered from early sell pressure by midmorning, chopped
higher over last couple hours on light volume. Contributing factors included
weaker US$ that provided sporadic buy trigger fro FX accts; drop in equities off
early highs spurred some risk on unwinds. Incidentally, Goldman Sachs shares
fell "after forecasting $5 billion hit to quarterly and FY earnings due to new
tax law," sources say. Latest curve update:
* 2s10s -0.323, 51.622 (54.069H/51.622L)
* 2s30s +0.435, 84.936 (87.793H/84.270L)
* 5s30s +1.114, 52.946 (54.486H/51.921L). Current futures levels:
* Mar Ultra bonds up 15/64 at 167-22 (166-17L/167-24H)
* Mar 30-yr Bond futures up 10/32 at 153-01 (152-10L/153-03H)
* Mar 10-yr futures up 6.5/32 at 124-01.5 (123-26L/124-02H)
* Mar 5-yr futures up 3.25/32 at 116-05.5 (116-01.25L/116-05.75H)
* Mar 2-yr futures up 1/32 at 107-01.75 (107-00.75L/107-02H)