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Treasuries are off day's best levels but....>

US TSYS
US TSYS: Treasuries are off day's best levels but still strong amid a global
risk-off move.  With short-end outperforming, curve continuing to steepen.
- Curve update:
* 3M10Y -2.229, -11.179 (L: -12.297 / H: -9.808)
* 1Y10Y -0.677, 8.239 (L: 4.858 / H: 8.412)
* 2Y10Y +0.908, 26.382 (L: 24.671 / H: 26.586)
* 2Y30Y +1.135, 77.26 (L: 75.149 / H: 77.609)
* 5Y30Y +0.955, 77.108 (L: 75.506 / H: 77.787)
Current futures levels:
* Sep 2-Yr futures (TU) up 1.25/32 at 107-17.75 (L: 107-15.75 / H: 107-18.75)
* Sep 5-Yr futures (FV) up 2.75/32 at 117-29.25 (L: 117-24.5 / H: 117-31.5)
* Sep 10-Yr futures (TY) up 5.5/32 at 127-17 (L: 127-09.5 / H: 127-21)
* Sep 30-Yr futures (US) up 10/32 at 154-18 (L: 154-03 / H: 154-27)
* Sep Ultra futures (WN) up 20/32 at 176-1 (L: 175-08 / H: 176-14)

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