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Note, second wave of duration........>

US TSY FUTURES
US TSY FUTURES: Note, second wave of duration sales has taken market to new
session lows while implied vol holds steady/softer into lower strikes. Re: TYU
volume, appr 240k since data, VWAP 126-05. 
Tsy futures, sales
* -10k TYU 126-01 takes it offered; long end slide accelerates. 
Current futures levels:
* Sep Ultra bonds down 1-6/32 at 166-06 (166-06L/167-27H)
* Sep 30-yr Bond futures down 22/32 at 154-10 (154-07L/155-10H)
* Sep 10-yr futures down 10.5/32 at 126-01 (126-00.5L/126-14H)
* Sep 5-yr futures down 6/32 at 118-05 (118-04.5L/118-12H)
* Sep 2-yr futures down 1.75/32 at 108-04.5 (108-04.5L/108-06.25H)

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