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Trading mildly higher now,...........>

US TSY FUTURES
US TSY FUTURES: Trading mildly higher now, rebounding off late overnight lows,
light volume (TYM appr 245k). Relative quiet session ahead w/CPI (0.2% est) at
0830ET and $13B 30Y bond auction at 1300ET; East coast mass transit hampered by
another late winter storm. Latest curve update:
* 2s10s +0.271, 60.472 (61.344H/59.932L);
* 2s30s +0.408, 86.796 (87.620H/85.735L);
* 5s30s +0.348, 49.598 (50.009H/48.564L);
Current futures levels:
* Jun Ultra bonds up 3/32 at 156-02 (155-18L/156-04H)
* Jun 30-yr Bond futures up 1/32 at 143-24 (143-13L/143-26H)
* Jun 10-yr futures up 1/32 at 120-07.5 (120-02.5L/120-08.5H)
* Jun 5-yr futures up 1.5/32 at 114-03 (113-31.5L/114-03.25H)
* Jun 2-yr futures up .5/32 at 106-08.75 (106-07.5L/106-08.75H)

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