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*** Second half malaise -- don't.....>

US TSY FUTURES
US TSY FUTURES: *** Second half malaise -- don't look at session heavy volume as
a metric for depth of market (TYH>3.3M) as Mar/Jun roll volume hides fact mkts
pretty thin at the moment; new session lows Tsy ylds : 10YY 1.354%, 30YY 1.812%.
Real-vol delivering: continues to climb on back of virus pandemic angst: VIX
+7.70 at 24.78; eminis -113.0. Update: 
* 3M10Y  -10.381, -19.126 (L: -19.972 / H: -13.374)
* 2Y10Y  -0.324, 10.958 (L: 10.053 / H: 16.42)
* 2Y30Y  +1.032, 56.662 (L: 54.815 / H: 57.655)
* 5Y30Y  +2.596, 61.498 (L: 59.121 / H: 62.293); Current futures levels:
* Mar 2-Yr futures up 6.25/32 at 108-9.875 (L: 108-04.625 / H: 108-10.125)
* Mar 5-Yr futures up 18.25/32 at 120-27.75 (L: 120-13.25 / H: 120-28.5)
* Mar 10-Yr futures up 31/32 at 132-26.5 (L: 132-03 / H: 132-27.5)
* Mar 30-Yr futures up 2-6/32 at 167-5 (L: 165-15 / H: 167-07)
* Mar Ultra futures up 3-27/32 at 201-6 (L: 198-02 / H: 201-10)

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