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Risk-off support gradually...........>

US TSY FUTURES
US TSY FUTURES: Risk-off support gradually evaporating as equities continue to
move off lower levels. Implied vol receding. Recent flow includes fast- and
real$ selling intermediates, program sellers in long end after real$ selling in
30s, light curve steepener interest. Update: 
* 3M10Y  -2.803, -1.975 (L: -4.863 / H: -0.366)
* 2Y10Y  +0.197, 15.487 (L: 13.89 / H: 15.623)
* 2Y30Y  -0.003, 60.716 (L: 58.467 / H: 60.791)
* 5Y30Y  -0.110, 62.045 (L: 60.479 / H: 62.185); Current futures levels:
* Mar 2-Yr futures up 1/32  at 108-0.125 (L: 107-29.875 / H: 108-01)
* Mar 5-Yr futures up 3/32  at 119-30.25 (L: 119-24 / H: 120-02)
* Mar 10-Yr futures up 5.5/32  at 131-5 (L: 130-26.5 / H: 131-12.5)
* Mar 30-Yr futures up 15/32  at 162-28 (L: 162-02 / H: 163-16)
* Mar Ultra futures up 27/32  at 193-23 (L: 192-08 / H: 194-29)

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