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Weaker after the bell but......>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Weaker after the bell but off late session lows to near
middle of session range. Much quieter than prior session, even with Fed
officials signaling 25bp likely, NOT 50bps in late trade. Yld curves reversing
much of Thu's bell steepening, update:
* 3M10Y  -0.817, -1.724 (L: -3.892 / H: 0.776)
* 2Y10Y  -3.595, 23.030 (L: 22.358 / H: 25.982)
* 2Y30Y  -4.598, 76.009 (L: 74.878 / H: 79.102)
* 5Y30Y  -2.263, 77.326 (L: 75.89 / H: 78.323)
Current futures levels:
* Sep 2-Yr futures down 2.5/32 at 107-12.75 (L: 107-11.125 / H: 107-17.125)
* Sep 5-Yr futures down 3/32 at 117-26.25 (L: 117-22.5 / H: 118-01.75)
* Sep 10-Yr futures down 3/32 at 127-17.5 (L: 127-12 / H: 127-27.5)
* Sep 30-Yr futures down 7/32 at 154-24 (L: 154-17 / H: 155-06)
* Sep Ultra futures down 10/32 at 176-1 (L: 175-23 / H: 176-20)

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