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US TSY FUTURES CLOSE: US TREASURY FUTURES made new session highs right before
the close then fell back a bit, remain at the top end of the range, curves
continue to flatten, update:
* 2s10s -2.522, 41.425 (44.969H/40.217L);
* 2s30s -3.045, 58.099 (61.613H/55.955L);
* 5s30s -1.880, 32.532 (34.921H/30.590L);
Current futures levels:
* Sep Ultra bonds up 15/32 at 159-05 (157-26L/159-19H)
* Sep 30-yr Bond futures up 10/32 at 144-29 (143-30L/145-06H)
* Sep 10-yr futures up 02/32 at 120-11.5 (119-30L/120-15H)
* Sep 5-yr futures down 0.75/32 at 113-27.25 (113-20.75L/113-29.25H)
* Sep 2-yr futures down 0.75/32 at 106-03.5 (106-01.5L/106-04.5H)