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Update, long end climbed all the.....>

US TSY FUTURES
US TSY FUTURES: Update, long end climbed all the way back to late Thu since the
open, recede slightly after extending top end of range. Underlying risk appetite
still present w/SPs +72.0 (Gold -23.75 at moment). Sources noted some swap-tied
selling in shorts to intermediates. Yld curves mildly steeper, update:
* 3M10Y  -0.345, 46.813 (L: 45.976 / H: 52.261)
* 2Y10Y  +0.42, 41.827 (L: 41.312 / H: 45.195)
* 2Y30Y  +0.355, 101.435 (L: 100.73 / H: 105.66)
* 5Y30Y  +0.376, 86.891 (L: 85.395 / H: 89.516); Current futures levels:
* Jun 2-Yr futures down 0.125/32 at 110-7.25 (L: 110-05 / H: 110-07.375)
* Jun 5-Yr futures down 0.5/32 at 125-16.5 (L: 125-06.25 / H: 125-17)
* Jun 10-Yr futures down 2.5/32 at 139-5 (L: 138-17 / H: 139-06)
* Jun 30-Yr futures down 5/32 at 181-8 (L: 179-16 / H: 181-11)
* Jun Ultra futures down 15/32 at 228-3 (L: 224-22 / H: 228-09)

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