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When it's all said and done post-data,......>

US TSYS
US TSYS: When it's all said and done post-data, 2Yr yields are flat on the day
at 1.838%. Strong retail sales reading plus above-expectations industrial
production pushed 2Yr up 7.8bps, offset by UMich survey showing 5-10Yr Infl
expectations lowest in series history (going back to 1979) at 2.2% - bringing
2Yr back down 4.1bps. Curves a little flatter, update:
* 3M10Y -1.276, -10.226 (L: -12.297 / H: -8.42)
* 1Y10Y -1.82, 7.096 (L: 4.858 / H: 10.835)
* 2Y10Y -1.346, 24.128 (L: 22.708 / H: 27.104)
* 2Y30Y -1.311, 74.814 (L: 72.017 / H: 78.03)
* 5Y30Y -0.667, 75.486 (L: 73.407 / H: 77.787)
Current futures levels:
* Sep 2-Yr futures (TU) down 1.125/32 at 107-15.375 (L: 107-12.875/H: 107-18.75)
* Sep 5-Yr futures (FV) down 1.75/32 at 117-24.75 (L: 117-20 / H: 117-31.5)
* Sep 10-Yr futures (TY) up 0.5/32 at 127-12 (L: 127-05 / H: 127-21)
* Sep 30-Yr futures (US) up 4/32 at 154-12 (L: 154-00 / H: 154-27)
* Sep Ultra futures (WN) up 9/32 at 175-22 (L: 175-08 / H: 176-14)

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