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Long end continues to make new.......>

US TSY FUTURES
US TSY FUTURES: Long end continues to make new session highs, Atlanta Fed GDP Q1
est drop to 1.9% partially cited, drop in equities (emini reverses earlier
gains, -18.0 now at 2754.75) as well as US$/Yen falling to 106.1 (still off
early March lows of sub 105.5). Curves near session flats, latest curve update:
* 2s10s -3.188, 55.273 (58.279H/54.771L);
* 2s30s -4.369, 79.647 (83.853H/78.988L);
* 5s30s -2.671, 45.160 (47.668H/44.314L);
Current futures levels:
* Jun Ultra bonds up 1-15/32 at 158-08 (156-23L/158-09H)
* Jun 30-yr Bond futures up 30/32 at 145-02 (144-03L/145-04H)
* Jun 10-yr futures up 10/32 at 120-20.5 (120-07.5L/120-22H)
* Jun 5-yr futures up 5/32 at 114-07.75 (113-31.75L/114-08.75H)
* Jun 2-yr futures up 1.5/32 at 106-10 (106-07.25L/106-10.25H)

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