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*** Late gap bid for Tsys as...>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: *** Late gap bid for Tsys as equities get slammed/bouncing
on heavy chop, DJIA down over 1,500 in late trade, S&P -110.0 and Nasdaq -260.0.
CBOE VIX vol index gaps +18.42 to 35.73. Curves reverse as long end gaps higher,
latest curve update:
* 2s10s -1.175, 68.403 (73.161H/67.135L);
* 2s30s +2.415, 99.566 (99.552H/93.896L);
* 5s30s +3.992, 53.673 (54.739H/50.439L);
Current futures levels -- note late session highs ***
* Mar Ultra bonds up 2-0/32 at 159-18 (156-13L/160-29H)
* Mar 30-yr Bond futures up 1-16/32 at 146-09 (144-03L/147-16H)
* Mar 10-yr futures up 24.5/32 at 121-16 (120-18L/121-30H)
* Mar 5-yr futures up 18/32 at 114-31.25 (114-12L/115-04.5H)
* Mar 2-yr futures up 5.5/32 at 106-24.5 (106-19L/106-26.75H)

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