Last minute month end buying...>

US TSY FUTURES CLOSE: Last minute month end buying saw futures make new NY

session highs by the bell, almost 20% of session volume trades in TYZ in the 5

minutes leading up to the pit close. Levels recede slightly in minutes after the

bell. Some decent block buys in 2s, 5s and ultra-bonds supported move. Update: 

* 3M10Y  +0.873, -48.652 (L: -51.145 / H: -45.437)

* 2Y10Y  +2.028, -0.917 (L: -3.282 / H: 0.201)

* 2Y30Y  +1.458, 45.463 (L: 42.806 / H: 47.969)

* 5Y30Y  +0.912, 57.519 (L: 55.585 / H: 59.059)

Current futures levels:

* Dec 2-Yr futures up 1.25/32 at 108-1.625 (L: 107-30.875 / H: 108-02.125)

* Dec 5-Yr futures up 2.75/32 at 119-31 (L: 119-24.25 / H: 120-00.25)

* Dec 10-Yr futures up 3.5/32 at 131-23.5 (L: 131-13 / H: 131-26)

* Dec 30-Yr futures up 4/32 at 165-12 (L: 164-14 / H: 165-22)

* Dec Ultra futures up 13/32 at 197-20 (L: 195-24 / H: 198-04)