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BOND SUMMARY

EGB/Gilt - Attention turns to the FOMC

EMERGING MARKETS

CZKPLN Approaching Key Resistance at 0.18

US TSY OPTIONS

Range in Underlying Spurring Vol Sales

USD

Extends gains against the Pound and EUR

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  • +11,500 TYQ 133.75/134.25 put spds 1 over TYQ 135/135.5 call spds, Implied vol well off first half highs, 5s still a little firmer on net