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Mostly bid, near middle........>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Mostly bid, near middle session range with short end
slipping late. Rather modest volume (TYZ<975k) ahead not just Wed's widely
expected 25bp rate cut, but Fri's NFP data as well. Yld curves steady/mixed.
Update
* 3M10Y  +1.414, 21.039 (L: 17.599 / H: 22.769)
* 2Y10Y  -0.525, 19.119 (L: 18.657 / H: 20.471)
* 2Y30Y  +0.000, 68.843 (L: 67.065 / H: 69.989)
* 5Y30Y  +0.001, 67.047 (L: 65.437 / H: 67.664)
Current futures levels:
* Dec 2-Yr futures down 0.125/32 at 107-18.875 (L: 107-18.125 / H: 107-20.375)
* Dec 5-Yr futures up 0.5/32 at 118-17 (L: 118-14 / H: 118-20)
* Dec 10-Yr futures up 3/32 at 129-8 (L: 129-01.5 / H: 129-11.5)
* Dec 30-Yr futures up 11/32 at 158-20 (L: 158-06 / H: 158-30)
* Dec Ultra futures up 13/32 at 184-11 (L: 183-27 / H: 185-10)

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