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Tsy have slipped slightly post.......>

US TSY FUTURES
US TSY FUTURES: Tsy have slipped slightly post data after GDP comes in better
than expected, 3.5% vs 3.3% expected; Remain mildly higher in the middle of the
range; strong volume (TYZ 886k); curves steeper; update:
* 2s10s +1.181, 27.781 (26.164L/28.110H);
* 2s30s +1.362, 50.643 (48.614L/51.682H);
* 5s30s +0.979, 39.200 (37.514L/40.532H);
Current futures levels:
* Dec Ultra bonds up 20/32 at 151-08 (150-24L/151-18H)
* Dec 30-yr Bond futures up 16/32 at 139-07 (138-28L/139-16H)
* Dec 10-yr futures up 10.5/32 at 118-27.5 (118-21.5L/119-01H)
* Dec 5-yr futures up 7.25/32 at 112-20.75 (112-16.5L/112-24.5H)
* Dec 2-yr futures up 03/32 at 105-13.75 (105-12L/105-15.5H

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