Some desks trying to wrap their......>

US TSY FUTURES: Some desks trying to wrap their head around post ISM data moves,

fast extension of session lows after the data beat expectations but has since

rebounded back near top end of session highs. Market was a "bit stretched" into

the release one desk explained, despite the decent volumes (TYU>430k) sellers

lost conviction after the move, suggesting shorts covered on lack of more

significant follow-through. Update: 

* 3M10Y  +2.547, 55.276 (L: 51.789 / H: 56.596)

* 2Y10Y  +2.203, 53.672 (L: 51.797 / H: 54.432)

* 2Y30Y  +3.059, 130.322 (L: 127.991 / H: 131.067)

* 5Y30Y  +2.386, 115.368 (L: 113.835 / H: 115.769); Current futures levels:

* Sep 2-Yr futures down 0.375/32 at 110-12.375 (L: 110-12 / H: 110-13)

* Sep 5-Yr futures down 2.25/32 at 125-20.25 (L: 125-17.75 / H: 125-23.75)

* Sep 10-Yr futures down 6/32 at 138-29 (L: 138-24.5 / H: 139-05.5)

* Sep 30-Yr futures down 22/32 at 177-19 (L: 177-06 / H: 178-18)

* Sep Ultra futures down 1-12/32 at 216-4 (L: 215-16 / H: 217-28)