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Mildly higher, off top end.....>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Mildly higher, off top end of range. Quiet start to the
new week w/London out on 1-day bank holiday. Tsy flows muted if you take away
the heavy Sep/Dec roll volume (TYU/TYZ over 1.2M) and Tsy note auction hedging.
Little/no react to second tier data. Participants sidelined ahead Fri's Aug NFP
180k. Current futures levels:
* Sep Ultra bonds up 1/32 at 169-02 (168-11L/169-08H)
* Sep 30-yr Bond futures up 6/32 at 156-23 (156-05L/156-26H)
* Sep 10-yr futures up 3.5/64 at 126-31.5 (126-25.5L/127-00H)
* Sep 5-yr futures up 2.5/32 at 118-20.75 (118-16.5L/118-21.5H)
* Sep 2-yr futures up .5/32 at 108-07.5 (108-06.5L/108-07.75H)

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