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Futures have traded fairly...........>

US TSY FUTURES
US TSY FUTURES: Futures have traded fairly flat/choppy since settling on lower
levels at 0300ET, with most of the damage done in Asian session. Curve trading a
little steeper. Curve update:
* 3M10Y +3.347, 8.732 (L: 4.416 / H: 10.217)
* 2Y10Y +1.061, 18.032 (L: 16.662 / H: 18.818)
* 2Y30Y +0.99, 58.241 (L: 56.961 / H: 59.159)
* 5Y30Y +0.169, 59.047 (L: 57.965 / H: 59.616)
Current futures levels:
* Jun 2-Yr futures (TU) down 1.75/32 at 106-13.5 (L: 106-13.25 / H: 106-16)
* Jun 5-Yr futures (FV) down 5.75/32 at 115-14 (L: 115-12.75 / H: 115-21.25)
* Jun 10-Yr futures (TY) down 9.5/32 at 123-15 (L: 123-13 / H: 123-27)
* Jun 30-Yr futures (US) down 23/32 at 147-19 (L: 147-14 / H: 148-16)
* Jun Ultra futures (WN) down 31/32 at 165-1 (L: 164-26 / H: 166-11)

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