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*** Surge in Tsy futures over last...>

US TSY FUTURES
US TSY FUTURES: *** Surge in Tsy futures over last 30 minutes, hear chatter of
fat-finger: mistaken order placed to buy 120,000 TYU triggered stops along the
way, well over 200k TYY trades from 119-18 to 120-00.5. Long end scaled back
nearly a ull point just as quickly. Yld curve update:
* 2s10s -2.053, 43.100 (42.876L/46.808H);
* 2s30s -1.952, 58.200 (57.432L/62.659H);
* 5s30s -0.301, 30.786 (29.335L/32.584H);
Current futures levels:
* Sep Ultra bonds up 1-18/32 at 157-06 (155-02L/158-02H)
* Sep 30-yr Bond futures up 1-04/32 at 143-17 (142-01L/144-06H)
* Sep 10-yr futures up 13.5/32 at 119-23 (119-04L/120-00.5H)
* Sep 5-yr futures up 8/32 at 113-14 (113-03.5L/113-20.25H)
* Sep 2-yr futures up 2.25/32 at 105-30 (105-26.75L/106-00.5H)

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