/FLOW: Remain well bid but off.......>

US TSY FUTURES: /FLOW: Remain well bid but off highs even after Aug consumer

confidence dip. Volume heavy for this time of day tied to ongoing heavy Sep/Dec

rolling. Flow wise, hear pre-auction short sets in 2s, deal-tied selling in

3s-7s, fast- and real$ two way in belly to long end, bank buying in long end vs.

prop selling. Yld curve steepener unwinds as curves bear flatten, 3M10Y still

off Mon's new 12.5y low while 2Y10Y continues to in deeper into inversion, new

12.5Y low compares to -20.0 in November 2006 and -56.0 in April 2000. Update: 

* 3M10Y  -1.918, -47.077 (L: -48.946 / H: -45.576)

* 2Y10Y  -3.627, -4.237 (L: -4.406 / H: -0.143)

* 2Y30Y  -6.393, 43.029 (L: 43.029 / H: 49.987)

* 5Y30Y  -4.6, 57.06 (L: 56.964 / H: 62.323); Current futures levels:

* Sep 2-Yr futures down 0.125/32  at 107-23.75 (L: 107-23.25 / H: 107-26.125)

* Sep 5-Yr futures up 3/32  at 119-14 (L: 119-12.25 / H: 119-17.5)

* Sep 10-Yr futures up 7/32  at 131-0 (L: 130-27 / H: 131-04)

* Sep 30-Yr futures up 1-1/32  at 166-4 (L: 165-06 / H: 166-10)

* Sep Ultra futures up 2-4/32  at 196-11 (L: 194-06 / H: 196-15)