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Level update, bumping around.........>

US TSY FUTURES
US TSY FUTURES: Level update, bumping around session highs, month end interest a
factor -- albeit on very light volume (TYU<16k), current 10Y cash 100-09
(2.840%) vs. 10Y 100-08 (2.844%) on the NY close. Curves mixed, update:
* 2s10s +0.142, 32.378 (32.216L/32.985H);
* 2s30s -0.094, 45.065 (45.035L/45.672H);
* 5s30s -0.196, 24.786 (24.617L/24.954H);
Current futures levels:
* Sep Ultra bonds up 10/32 at 159-30 (159-20L/159-31H)
* Sep 30-yr Bond futures up 6/32 at 145-05 (144-31L/145-08H)
* Sep 10-yr futures up 2/32 at 120-08 (120-06L/120-09H)
* Sep 5-yr futures up .75/32 at 113-21.75 (113-20.5L/113-21.75H)
* Sep 2-yr futures up .5/32 at 105-30.25 (105-29.75L/105-30.5H)

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