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Long end continues to extend.........>

US TSY FUTURES
US TSY FUTURES: Long end continues to extend session lows heading into final leg
of week's Tsy supply w/$16B 30Y R/O shortly, yield curves broadly steeper, 3M10Y
least inverted since June 21, update:
* 3M10Y  +6.647, -5.122 (L: -17.775 / H: -4.947)
* 2Y10Y  +2.161, 25.318 (L: 22.185 / H: 26.398)
* 2Y30Y  +2.204, 76.811 (L: 73.153 / H: 78.312)
* 5Y30Y  +0.283, 75.102 (L: 73.138 / H: 76.73)
Current futures levels:
* Sep 2-Yr futures down 1.625/32 at 107-11.125 (L: 107-10.125 / H: 107-14.625)
* Sep 5-Yr futures down 5.5/32 at 117-18.25 (L: 117-17.75 / H: 117-27.75)
* Sep 10-Yr futures down 10/32 at 127-4 (L: 127-03.5 / H: 127-20.5)
* Sep 30-Yr futures down 24/32 at 153-29 (L: 153-27 / H: 155-03)
* Sep Ultra futures down 1-12/32 at 174-27 (L: 174-26 / H: 176-28)

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