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Sharply higher, ongoing........>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Sharply higher, ongoing risk-off tone on heavy volume
(TYU>2.38M), session highs by the bell -- but shy of early London levels, curves
mostly steeper save 3M10Y that extended to new 12 year inverted lows. Update:
* 3M10Y  -4.314, -26.181 (L: -27.806 / H: -20.321)
* 2Y10Y  +4.092, 24.111 (L: 20.447 / H: 24.977)
* 2Y30Y  +6.71, 70.951 (L: 64.809 / H: 71.408)
* 5Y30Y  +4.987, 70.414 (L: 65.623 / H: 70.599)
Current futures levels:
* Sep 2-Yr futures up 7.125/32  at 107-17.875 (L: 107-10.5 / H: 107-18.25)
* Sep 5-Yr futures up 14.5/32  at 117-26.25 (L: 117-10.75 / H: 117-27)
* Sep 10-Yr futures up 19/32  at 127-11 (L: 126-23 / H: 127-12)
* Sep 30-Yr futures up 31/32  at 154-22 (L: 153-23 / H: 155-01)
* Sep Ultra futures up 1-10/32  at 177-03 (L: 175-31 / H: 177-28)

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