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Initial exuberance overnight has.....>

US TSY FUTURES
US TSY FUTURES: Initial exuberance overnight has faded somewhat, though Tsys are
clinging to gains. Curves a little flatter, with short-end anchored and 10-Yrs
outperforming. Decent futures volume (TY ~800k just before 1000ET) though of
course the session will be abbreviated by early closure due to July 4 holiday
celebrations. Curve update:
* 3M10Y -1.966, -24.101 (L: -25.814 / H: -22.735)
* 1Y10Y -0.161, 5.002 (L: 1.967 / H: 5.606)
* 2Y10Y -1.056, 19.815 (L: 19.472 / H: 22.079)
* 2Y30Y -0.691, 72.908 (L: 72.554 / H: 75.734)
* 5Y30Y -0.292, 75.329 (L: 74.737 / H: 77.317)
Current futures levels:
* Sep 2-Yr futures (TU) down 0.125/32 at 107-17.25 (L: 107-17 / H: 107-19.625)
* Sep 5-Yr futures (FV) up 0.25/32 at 118-6.5 (L: 118-05.75 / H: 118-12)
* Sep 10-Yr futures (TY) up 2/32 at 128-6.5 (L: 128-04.5 / H: 128-14)
* Sep 30-Yr futures (US) up 9/32 at 156-12 (L: 156-05 / H: 156-25)
* Sep Ultra futures (WN) up 14/32 at 178-24 (L: 178-13 / H: 179-13)

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