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Lower but well off lows amid...>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Lower but well off lows amid late short covering on
lighter volume by the bell. Decent but not heavy volume trade, rather
disappointing for a NFP miss. 3M10Y curve lead steepening to near 7 month highs
ahead NY Fed bill buy operation: purchases $7.501B in 30 minute op. Update
* 3M10Y  +5.2, 19.599 (L: 12.356 / H: 21.718)
* 2Y10Y  -0.185, 16.123 (L: 13.947 / H: 17.098)
* 2Y30Y  -0.538, 64.579 (L: 62.49 / H: 66.094)
* 5Y30Y  -0.669, 65.283 (L: 63.831 / H: 67.149)
Current futures levels:
* Dec 2-Yr futures down 2.125/32  at 107-23.5 (L: 107-21.75 / H: 107-26.37)
* Dec 5-Yr futures down 5/32  at 119-1.5 (L: 118-29.5 / H: 119-10.5)
* Dec 10-Yr futures down 7/32  at 130-2.5 (L: 129-27 / H: 130-15.5)
* Dec 30-Yr futures down 17/32  at 160-27 (L: 160-10 / H: 161-22)
* Dec Ultra futures down 28/32  at 188-28 (L: 187-29 / H: 190-06)

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