Tsys extend session highs as.........>

US TSY FUTURES: Tsys extend session highs as equities reverse early gains (-2.5

at 2483.5 currently); US$/Yen grinding lower (109.67, -.60). Tsy yld curve

update:

* 2s10s -0.636, 19.167 (15.439L/21.267H);

* 2s30s -0.265, 49.941 (46.598L/52.025H);

* 5s30s +0.853, 47.439 (45.921L/48.685H);

Current futures levels:

* Mar Ultra bonds up 26/32 at 160-28 (159-24L/161-03H)

* Mar 30-yr Bond futures up 19/32 at 146-04 (145-07L/146-09H)

* Mar 10-yr futures up 8/32 at 121-28 (121-18L/121-28H)

* Mar 5-yr futures up 4.5/32 at 114-18.5 (114-12.5L/114-18.75H)

* Mar 2-yr futures up 1.25 at 106-04 (106-02L/106-04H)