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Post data chop, futures extended.....>

US TSY FUTURES
US TSY FUTURES: Post data chop, futures extended highs, two-way w/sellers into
strength on back og good durables. Desks watching 30YY for sub-1.75% move
(1.7590% all time low just tapped), expecting convexity acct buying. Update:
* 3M10Y  +0.422, -17.672 (L: -23.862 / H: -17.491)
* 2Y10Y  +1.365, 18.2 (L: 16.817 / H: 18.662)
* 2Y30Y  +1.755, 67.293 (L: 65.416 / H: 67.825)
* 5Y30Y  +1.994, 68.116 (L: 66.446 / H: 68.974); Current futures levels:
* Mar 2-Yr futures up 2.875/32 at 108-18.25 (L: 108-13.75 / H: 108-18.875)
* Mar 5-Yr futures up 6.25/32 at 121-13.75 (L: 121-01.75 / H: 121-15.5)
* Mar 10-Yr futures up 8.5/32 at 133-19 (L: 133-00.5 / H: 133-22)
* Mar 30-Yr futures up 20/32 at 168-23 (L: 167-13 / H: 168-31)
* Mar Ultra futures up 1-2/32 at 202-30 (L: 200-18 / H: 203-10)

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