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If it seems slow, it's not just.............>

US TSYS
US TSYS: If it seems slow, it's not just you...lowest TY fut volumes by this
point of the day since May 30, ~750k. Curves ever so slightly steeper, ahead of
30Yr auction coming up in an hour. Curve update:
* 3M10Y +1.094, -8.854 (L: -13.826 / H: -7.393)
* 1Y10Y -1.468, 8.212 (L: 5.777 / H: 10.032)
* 2Y10Y +0.53, 24.512 (L: 23.373 / H: 25.031)
* 2Y30Y +1.536, 75.027 (L: 72.623 / H: 75.262)
* 5Y30Y +1.419, 75.564 (L: 73.539 / H: 75.729)
Current futures levels:
* Sep 2-Yr futures (TU) up 1.75/32 at 107-14.375 (L: 107-12.375 / H: 107-15)
* Sep 5-Yr futures (FV) up 3.75/32 at 117-22.5 (L: 117-18.25 / H: 117-24.5)
* Sep 10-Yr futures (TY) up 7/32 at 127-6.5 (L: 126-31.5 / H: 127-09)
* Sep 30-Yr futures (US) up 15/32 at 154-2 (L: 153-20 / H: 154-05)
* Sep Ultra futures (WN) up 16/32 at 175-3 (L: 174-20 / H: 175-14)

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