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US TSY FUTURES CLOSE: Sharply higher on heavy volume (TYU>2.8M), off late
session highs amid choppy month end flow, curves mostly steeper save 3M10Y that
extended to new 12 year inverted lows. Update:
* 3M10Y -4.529, -20.309 (L: -22.526 / H: -16.665)
* 1Y10Y +0.769, -7.652 (L: -14.132 / H: -6.019)
* 2Y10Y +4.734, 19.773 (L: 14.914 / H: 20.52)
* 2Y30Y +5.811, 63.521 (L: 58.771 / H: 64.813)
* 5Y30Y +3.014, 64.866 (L: 62.351 / H: 65.978)
Current futures levels:
* Sep 2-Yr futures (TU) up 8.375/32 at 107-10.5 (L:107-02.625/H:107-11.375)
* Sep 5-Yr futures (FV) up 15.5/32 at 117-11.25 (L:116-28.5/H:117-13)
* Sep 10-Yr futures (TY) up 23/32 at 126-23.5 (L:126-02/H:126-25.5)
* Sep 30-Yr futures (US) up 41/32 at 153-23 (L:152-16/H:153-29)
* Sep Ultra futures (WN) up 71/32 at 175-29 (L:173-27/H:176-06)