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Post-payrolls steepening has fully...>

US TSY FUTURES
US TSY FUTURES: Post-payrolls steepening has fully reversed for the most part;
2s10s and 2s30s about 3bps off widest levels, in sympathy with equities coming
off highs. Volume has been decent (>750k TYU0s by 1215ET) but definite slowdown
since the employment report. Holiday looms large. Curve update:
* 3M10Y -0.145, 52.729 (L: 50.939 / H: 56.848)
* 1Y10Y -0.144, 51.449 (L: 49.088 / H: 55.06)
* 2Y10Y +0.312, 51.271 (L: 50.482 / H: 54.206)
* 2Y30Y +1.366, 127.066 (L: 125.089 / H: 130.271)
* 5Y30Y +1.812, 112.823 (L: 110.302 / H: 114.362)
Futures levels:
* Sep 2-Yr futures (TU) up 0.5/32 at 110-12.625 (L: 110-11.5 / H: 110-12.875)
* Sep 5-Yr futures (FV) up 2.75/32 at 125-22 (L: 125-16.75/ H: 125-22.75)
* Sep 10-Yr futures (TY) up 4/32 at 139-2.5 (L: 138-23.5 / H: 139-04.5)
* Sep 30-Yr futures (US) up 5/32 at 178-9 (L: 177-09 / H: 178-16)
* Sep Ultra futures (WN) up 7/32 at 217-20 (L: 215-24 / H: 218-07)

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