Sharply higher on heavy........>

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)