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Safe haven bid for rates as....>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Safe haven bid for rates as virus angst spiked going into
the weekend, new all-time lows in 30YY (1.6441%) and 10YY (1.1143%). Some month
end selling at deep discount (-3,219 USM 170-01 huge gap sale through 170-16
post-time bid) failed to keep lid on late rally. Yld curves bull steepened, huge
jump in 3M10Y off inverted lows. Update:
* 3M10Y  +3.825, -14.478 (L: -28.07 / H: -10.319)
* 2Y10Y  +6.253, 25.774 (L: 18.959 / H: 27.319)
* 2Y30Y  +8.799, 77.959 (L: 68.386 / H: 79.996)
* 5Y30Y  +5.799, 74.546 (L: 68.093 / H: 75.778); Current futures levels:
* Jun 2-Yr futures up 13.75/32 at 109-6.5 (L: 108-25.75 / H: 109-07.375)
* Jun 5-Yr futures up 33/32 at 122-26.5 (L: 121-27.25 / H: 122-28.25)
* Jun 10-Yr futures up 1-15.5/32 at 134-26 (L: 133-14 / H: 134-29)
* Jun 30-Yr futures up 3-5/32 at 170-20 (L: 167-16 / H: 170-21)
* Jun Ultra futures up 5-1/32 at 208-07 (L: 203-02 / H: 208-10)

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