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Similar to Wednesday's post.........>

US TSY FUTURES
US TSY FUTURES: Similar to  Wednesday's post strong 5Y auction, Tsys blip higher
as 7Y trades through (awarded 1.835% rate vs. 1.842% WI; 2.47 bid/cover vs. 2.44
prior) but prop/fast$ sales see lvls retrace appr a third of the move. Volume
trade remains extremely light (TYH<265k). Yld curves remain mixed. Update:
* 3M10Y  -0.326, 31.69 (L: 30.314 / H: 33.511)
* 2Y10Y  -0.817, 26.646 (L: 26.319 / H: 28.165)
* 2Y30Y  -0.562, 69.842 (L: 69.316 / H: 71.347)
* 5Y30Y  +0.27, 60.631 (L: 59.813 / H: 61.104)
Current futures levels:
* Mar 2-Yr futures down 0.125/32  at 107-20.25 (L: 107-19.25 / H: 107-21.12)
* Mar 5-Yr futures up 0.5/32  at 118-13.5 (L: 118-10.75 / H: 118-15.25)
* Mar 10-Yr futures up 2/32  at 128-12 (L: 128-06.5 / H: 128-14)
* Mar 30-Yr futures up 4/32  at 156-16 (L: 156-06 / H: 156-19)
* Mar Ultra futures up 2/32  at 183-2 (L: 182-19 / H: 183-08)

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