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/FLOWS: Tsy futures continued to.....>

US TSY FUTURES
US TSY FUTURES: /FLOWS: Tsy futures continued to sell-off - albeit amid THIN
volumes. Sources noted heavy selling of bunds (25K between 166.23 to 166.14) and
follow through weakness in Tsys. Others noted month-end related re-balancing and
dealer commentary re: going short 10s. Sell-off seemed to accelerate around
Brexit headline: "*MERKEL: IF U.K. NEEDS MORE TIME ON BREXIT WE'LL ALLOW THAT"
bbg. Yield curves hold steeper, update:
* 2s10s +0.903, 16.084 (14.643L/16.286H);
* 2s30s +1.823, 53.987 (53.049L/54.271H);
* 5s30s +1.593, 57.467 (56.789L/57.722H);
Current futures levels:
* Mar Ultra bonds down 1-1/32 at 159-30 (159-29L/161-00H)
* Mar 30-yr Bond futures down 20/32 at 146-06 (146-06L/146-29H)
* Mar 10-yr futures down 6.5/32 at 122-04 (122-03.5L/122-12H)
* Mar 5-yr futures down 3.75/32 at 114-20 (114-20L/114-24.75H)
* Mar 2-yr futures down 1.62/32 at 106-00.12 (106-00.12L/106-02H)

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