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US TSY FUTURES
US TSY FUTURES: Spike higher extend top end of overnight range post data,
quickly recede. Current cash 10Y 100-14 (2.822%) vs. 100-10.5 (2.835%) late
Thursday. Curves mildly steeper after making new multi-year lows Thu:
* 2s10s +0.294, 27.931 (26.546L/29.277H);
* 2s30s +0.512, 39.712 (38.846L/40.849H);
* 5s30s +0.813, 22.329 (20.776L/22.805H);
Current futures levels:
* Sep Ultra bonds up 15/32 at 160-25 (160-07L/161-15H)
* Sep 30-yr Bond futures up 11/32 at 145-27 (145-12L/146-11H)
* Sep 10-yr futures up 6.5/32 at 120-14.5 (120-06.5L/120-20H)
* Sep 5-yr futures up 4.5/32 at 113-22 (113-17.25L/113-26H)
* Sep 2-yr futures up 1.75/32 at 105-28.75 (105-27.25L/105-29.5H)

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