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Tsy futures climbing -- no...........>

US TSY FUTURES
US TSY FUTURES: Tsy futures climbing -- no comments on policy direction or eco
outlook. NO Q&A w/Fed Chair Yellen. That's not to say comments won't come out
from on the margins questions posed by the media between speeches. Real vol
vacating the room. Gold, meanwhile, has recovered after sharp $10 drop off highs
on 2,500+ futures contract sale, now trading mildly higher. Current futures
levels:
* Sep Ultra bonds up 14/32 at 168-31 (168-09L/169-01H)
* Sep 30-yr Bond futures up 13/32 at 156-16 (155-29L/156-16H)
* Sep 10-yr futures up 5.5/64 at 126-27.5 (126-20L/126-29H)
* Sep 5-yr futures up 2/32 at 118-17.75 (118-13.5L/118-18.25H)
* Sep 2-yr futures up .25/32 at 108-07.25 (108-06L/108-07.5H)

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