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Tsys extended highs prior to PMI.....>

US TSY FUTURES
US TSY FUTURES: Tsys extended highs prior to PMI data have scaled back slightly
even after the worse than expected 35.4 number vs. 38.0 est (47.8 previous).
Volumes still running low, USM just over 61k, TYM under 350k. Yld curves running
mostly flatter. Update:
* 3M10Y  -1.042, 49.442 (L: 46.393 / H: 51.525)
* 2Y10Y  -1.967, 40.388 (L: 39.916 / H: 42.824)
* 2Y30Y  -1.422, 103.296 (L: 102.731 / H: 105.74)
* 5Y30Y  +0.112, 88.237 (L: 87.38 / H: 90.177); Current futures levels:
* Jun 2-Yr futures up 0.25/32 at 110-6.75 (L: 110-06.125 / H: 110-07)
* Jun 5-Yr futures up 3.5/32 at 125-16.75 (L: 125-12.25 / H: 125-17.25)
* Jun 10-Yr futures up 9/32 at 139-8 (L: 138-30 / H: 139-09)
* Jun 30-Yr futures up 18/32 at 181-30 (L: 181-07 / H: 182-03)
* Jun Ultra futures up 29/32 at 226-16 (L: 225-02 / H: 226-24)

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