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Risk-off gains momentum, mkt.........>

US TSY FUTURES
US TSY FUTURES: Risk-off gains momentum, mkt jitters around recent headlines
Spec Counsel Mueller to make statement re: Russia probe (1100ET). Equities had
extended session lows (2779.75, but have bounced back to 27.85.0 last couple
minutes. Yld curves hold mostly steeper, save 3M10Y -- extends inversion to new
multi-year low -- mid-2007 levels. Update:
* 3M10Y  -4.812, -13.216 (L: -13.39 / H: -8.404)
* 2Y10Y  +1.249, 14.966 (L: 12.501 / H: 15.811)
* 2Y30Y  +1.361, 58.953 (L: 56.551 / H: 60.193)
* 5Y30Y  +0.606, 64.028 (L: 63.214 / H: 65.454)
Current futures levels:
* Jun 2-Yr futures (TU) up 2.375/32 at 106-25.125 (L: 106-22.5/H:106-25.625)
* Jun 5-Yr futures (FV) up 6.5/32 at 116-22.75 (L: 116-16.25/H:116-23.5)
* Jun 10-Yr futures (TY) up 11.5/32 at 125-24 (L: 125-12/H:125-24.5)
* Jun 30-Yr futures (US) up 30/32 at 152-31 (L: 152-02/H:153-02)
* Jun Ultra futures (WN) up 1-15/32 at 172-23 (L: 171-08/H:172-26)

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