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Trading at/near late session...>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Trading at/near late session lows, holding narrow range
since rates extended lows following poorly received 10Y note auction (10YY
+.0269% late at 2.4835%). Late levels:
* 3M10Y  +1.756, 5.662 (L: 0.181 / H: 6.022)
* 2Y10Y  +2.076, 18.893 (L: 16.156 / H: 19.12)
* 2Y30Y  +2.245, 59.832 (L: 57.082 / H: 59.987)
* 5Y30Y  +0.276, 60.712 (L: 59.138 / H: 61.374)
Current futures levels:
* Jun 2-Yr futures (TU) down 0.875/32  at 106-14 (L: 106-13.625 / H: 106-16.625)
* Jun 5-Yr futures (FV) down 5/32  at 115-18 (L: 115-17.25 / H: 115-26.25)
* Jun 10-Yr futures (TY) down 9/32  at 123-23.5 (L: 123-22 / H: 124-06)
* Jun 30-Yr futures (US) down 19/32  at 148-5 (L: 148-04 / H: 149-06)
* Jun Ultra futures (WN) down 29/32  at 165-24 (L: 165-21 / H: 167-10)

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