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Mildly weaker, near middle of........>

US TSY FUTURES
US TSY FUTURES: Mildly weaker, near middle of overnight range after initial
sell-off Thursday evening when Fed officials walked back Fed Williams dovish
speech "Living Life Near the ZLB" that re-ignited 50bp rate cut hopes for the
July 30-31 FOMC. Yld curves paring back small portion of late Thu's bull
steepening, update:
* 3M10Y  -0.651, -1.558 (L: -3.892 / H: 0.495)
* 2Y10Y  -0.849, 25.776 (L: 24.523 / H: 25.982)
* 2Y30Y  -1.650, 78.957 (L: 77.408 / H: 79.09)
* 5Y30Y  -1.577, 78.012 (L: 76.937 / H: 78.292)
Current futures levels:
* Sep 2-Yr futures down 1/32 at 107-14.25 (L: 107-12.75 / H: 107-17.125)
* Sep 5-Yr futures down 1.75/32 at 117-27.5 (L: 117-24.75 / H: 118-01.75)
* Sep 10-Yr futures down 2/32 at 127-18.5 (L: 127-14.5 / H: 127-27.5)
* Sep 30-Yr futures down 5/32 at 154-26 (L: 154-18 / H: 155-06)
* Sep Ultra futures down 8/32 at 176-3 (L: 175-26 / H: 176-20)

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