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Post-LIBOR Settle Update: 3M Benchmark Bounce

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US TSY FUTURES: Tsy climb off day lows as equities fall from highs; Tsy trading
slight lower in the middle of the range; mild volume (TYH 633k); emini up (4.00,
2554.25 vs 2581.25H); Curves flatter; update:
* 2s10s -1.496, 13.639 (13.278L/15.772H);
* 2s30s -1.769, 42.548 (41.346L/45.103H);
* 5s30s -0.912, 43.949 (42.387L/45.883H);
Current futures levels:
* Mar Ultra bonds down 09/32 at 161-16 (161-07L/161-26H)
* Mar 30-yr Bond futures down 07/32 at 146-09 (146-02L/146-13H)
* Mar 10-yr futures down 05/32 at 121-28.5 (121-25L/122-1.5H)
* Mar 5-yr futures down 4.75/32 at 114-14 (114-12.25L/114-18H)
* Mar 2-yr futures down 2.75/32 at 105-31.75 (105-30.75L/106-02H)

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