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Little lasting reaction from data. Mixed....>

US TSYS
US TSYS: Little lasting reaction from data. Mixed on Jobs numbers (initial
claims 2.44mln vs 2.4mln survey, while continuing claims 25.07mln vs 24.3mln
exp., though decent upward revisions to April for both). Philly Fed for May a
shade worse than expected (-43.1 vs -40.0 expected) but as anticipated a nice
bounce from abysmal levels in May (-56.6); all sub-categories up. Curve update:
* 3M10Y -0.395, 55.16 (L: 51.712 / H: 55.648)
* 1Y10Y -0.649, 51.63 (L: 48.827 / H: 52.118)
* 2Y10Y -0.856, 50.426 (L: 49.407 / H: 51.237)
* 2Y30Y -0.99, 122.122 (L: 120.575 / H: 123.232)
* 5Y30Y -0.621, 105.231 (L: 104.163 / H: 106.248)
Current futures levels:
* Jun 2-Yr futures (TU) down 0.25/32 at 110-8.25 (L: 110-08 / H: 110-08.625)
* Jun 5-Yr futures (FV) down 0.75/32 at 125-19.75 (L: 125-18.75/ H: 125-21.75)
* Jun 10-Yr futures (TY) up 1/32 at 139-3.5 (L: 138-31.5 / H: 139-07)
* Jun 30-Yr futures (US) up 7/32 at 179-27 (L: 179-13 / H: 180-08)
* Jun Ultra futures (WN) up 12/32 at 220-29 (L: 220-06 / H: 221-25)

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