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USDCAD TECHS

Watching The 50-Day EMA

AUDUSD TECHS

Bearish Focus

MONTH-END EXTENSIONS

Updated Barclays/Bbg Extension Estimates for US

US TSYS

Late Session Selling

Trading slightly higher in the.......>

US TSY FUTURES
US TSY FUTURES: Trading slightly higher in the middle of a tight range, strong
volume (TYU 640k), curves mixed; update:
* 2s10s -0.291, 25.212 (24.342L/26.468H);
* 2s30s +0.267, 39.061 (37.709L/40.322H);
* 5s30s +0.726, 24.777 (23.477L/25.246H);
Current futures levels:
* Dec Ultra bonds up 09/32 at 154-04 (153-25L/154-16H)
* Dec 30-yr Bond futures up 06/32 at 140-14 (140-05L/140-22H)
* Dec 10-yr futures up 03/32 at 118-22 (118-17L/118-23.5H)
* Dec 5-yr futures up 01/32 at 112-12.75 (112-10L/112-13.5H)
* Dec 2-yr futures up 0.5/32 at 105-11 (105-10L/105-11H)