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Rates still well bid but off.........>

US TSY FUTURES
US TSY FUTURES: Rates still well bid but off midmorning highs heading into
midday, equities have clawed back to session highs (ESU0 +11.5) after first
half's concreted risk-off move. Virus headlines appear mixed on net for day (AZ
still bad but FL earlier more mixed). Yld curves mildly flatter. Update: 
* 3M10Y  -2.035, 46.333 (L: 45.932 / H: 48.628)
* 2Y10Y  -0.716, 45.435 (L: 44.944 / H: 47.424)
* 2Y30Y  -1.126, 113.951 (L: 112.744 / H: 116.676)
* 5Y30Y  -0.611, 101.508 (L: 100.238 / H: 103.115); Current futures levels:
* Sep 2-Yr futures up 0.5/32 at 110-13.125 (L: 110-12.625 / H: 110-13.375)
* Sep 5-Yr futures up 3/32 at 125-25.25 (L: 125-22.25 / H: 125-26)
* Sep 10-Yr futures up 7.5/32 at 139-14.5 (L: 139-07.5 / H: 139-16.5)
* Sep 30-Yr futures up 26/32 at 180-14 (L: 179-25 / H: 180-24)
* Sep Ultra futures up 1-28/32 at 223-9 (L: 221-25 / H: 223-28)

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