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Yld curves still steeper but.........>

US TSY FUTURES
US TSY FUTURES: Yld curves still steeper but scaling back some as intermediate
to long end Tsy futures inching off lows in late trade, lightest volume for the
week (TYU just over 1.2M), largely prop, fast$ accts squaring up for weekend.
Sep/Dec roll vlume remains modest but adding slightly to whole. Update: 
* 3M10Y  +3.070, -32.94 (L: -39.823 / H: -29.138)
* 2Y10Y  +3.340, 5.65 (L: 1.84 / H: 6.588)
* 2Y30Y  +4.672, 51.586 (L: 46.65 / H: 52.731)
* 5Y30Y  +3.236, 57.972 (L: 54.713 / H: 58.753)
Current futures levels:
* Sep 2-Yr futures up 0.25/32 at 107-28.5 (L: 107-26.125 / H: 107-29)
* Sep 5-Yr futures down 0.25/32 at 119-13.75 (L: 119-06.25 / H: 119-17.25)
* Sep 10-Yr futures down 4.5/32 at 130-26 (L: 130-13 / H: 131-03)
* Sep 30-Yr futures down 11/32 at 165-12 (L: 164-09 / H: 166-06)
* Sep Ultra futures down 1-2/32 at 195-12 (L: 193-25 / H: 197-07)

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