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Muted reaction from well-below-expected.....>

US TSYS
US TSYS: Muted reaction from well-below-expected rebound in MNI Chicago report
(indeed, the 36.6 outturn was below the lowest estimate of 40 among the 31
respondents in the BBG survey). Curve flattens ever so slightly, though off
flattest levels seen earlier in the session. Curve update:
* 3M10Y -0.834, 47.556 (L: 44.658 / H: 48.519)
* 1Y10Y -0.073, 46.784 (L: 44.152 / H: 46.985)
* 2Y10Y +0.062, 47.158 (L: 46.962 / H: 48.825)
* 2Y30Y +0.194, 122.293 (L: 121.382 / H: 124.121)
* 5Y30Y +0.592, 110.477 (L: 109.41 / H: 111.254)
Current futures levels:
* Sep 2-Yr futures (TU) up 0.5/32 at 110-13.5 (L: 110-13.125 / H: 110-13.75)
* Sep 5-Yr futures (FV) up 2/32 at 125-26.75 (L: 125-24.5 / H: 125-27)
* Sep 10-Yr futures (TY) up 2.5/32 at 139-13 (L: 139-09 / H: 139-13)
* Sep 30-Yr futures (US) up 10/32 at 179-11 (L: 179-00 / H: 179-13)
* Sep Ultra futures (WN) up 20/32 at 219-26 (L: 219-03 / H: 220-02)

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