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US TSY FUTURES: Running a late update, extending to new session highs with
equities sinking lower. Update:
* 3M10Y -6.087, -21.867 (L: -22.526 / H: -16.665)
* 1Y10Y -0.264, -8.685 (L: -14.132 / H: -6.019)
* 2Y10Y +5.581, 20.62 (L: 14.914 / H: 20.993)
* 2Y30Y +7.204, 64.914 (L: 58.771 / H: 64.97)
* 5Y30Y +3.647, 65.499 (L: 62.351 / H: 65.978)
Current futures levels:
* Sep 2-Yr futures (TU) up 9.75/32 at 107-11.875 (L:107-02.625/H:107-12.25)
* Sep 5-Yr futures (FV) up 18.25/32 at 117-14 (L:116-28.5/H:117-14.75)
* Sep 10-Yr futures (TY) up 26.5/32 at 126-27 (L:126-02/H:126-28)
* Sep 30-Yr futures (US) up 1-17/32 at 153-31 (L:152-16/H:154-00)
* Sep Ultra futures (WN) up 2-16/32 at 176-06 (L:173-27/H:176-09)