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US TSY FUTURES CLOSE: Higher/session highs, blowing past midday highs after a
lower open; curves flatter, long end leading nascent risk-off move following
latest terrorist attack in Barcelona, Spain. Tsys off early lows on carry-over
rumor NEC head/economic advisor Gary Cohn to resign, later denied.
* Sep Ultra bonds up 27/32 at 168-10 (166-27L/168-11H)
* Sep 30-yr Bond futures up 22/32 at 155-24 (154-18L/155-25H)
* Sep 10-yr futures up 7/64 at 126-23.5 (126-11L/126-24H)
* Sep 5-yr futures up 3/32 at 118-17.5 (118-10.5L/118-17.75H)
* Sep 2-yr futures up 1/32 at 108-08 (108-06L/108-08H)