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Higher/off session highs.......>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Higher/off session highs with long end climbing steadily
after strong 7Y auction stopped through with 0.013bp to 2.565% rate. Curves
crushed to new 10+ year lows/off lows late as 10Y yld slips .024 to 2.6225%.
Latest curve update:
* 2s10s -2.802, 53.835 (57.242H/53.249L);
* 2s30s -4.579, 80.235 (85.093H/79.274L);
* 5s30s -2.584, 46.648 (50.272H/45.413L);
Current futures levels:
* Mar Ultra bonds up 1-14/32 at 163-09 (161-26L/163-18H)
* Mar 30-yr Bond futures up 27/32 at 149-10 (148-11L/149-15H)
* Mar 10-yr futures up 6.5/32 at 122-13 (121-31L/122-14H)
* Mar 5-yr futures up 2.75/32 at 115-06.75 (114-31L/115-07.5H)
* Mar 2-yr futures steady at 106-23.5 (106-21.75L/106-24.5H)

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