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Late level update, lower daily avg...>

US TSY FUTURES
US TSY FUTURES: Late level update, lower daily avg Tsy security purchases to
$15B next week vs. $30B this week ($50B last wk) finally sunk in. Tsy futures
extended NY session lows and are nearly back to Asian session levels, Yld curves
bear steepening. Update:
* 3M10Y  +4.135, 51.293 (L: 44.34 / H: 52.261)
* 2Y10Y  +2.878, 44.285 (L: 39.09 / H: 45.195)
* 2Y30Y  +4.513, 105.593 (L: 98.416 / H: 105.66)
* 5Y30Y  +3.632, 90.147 (L: 85.395 / H: 90.293); Current futures levels:
* Jun 2-Yr futures down 0.875/32 at 110-6.5 (L: 110-05 / H: 110-07.75)
* Jun 5-Yr futures down 3.5/32 at 125-13.5 (L: 125-06.25 / H: 125-20.5)
* Jun 10-Yr futures down 9.5/32 at 138-30 (L: 138-17 / H: 139-14)
* Jun 30-Yr futures down 1-14/32 at 179-31 (L: 179-16 / H: 182-01)
* Jun Ultra futures down 3-12/32 at 225-08 (L: 224-22 / H: 229-19)

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