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US EURODLR OPTIONS

Overnight Trade Recap

EGB OPTIONS

Schatz put fly

US TSY FLOWS

US 5s/30s makes another multi months low

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S/N -0.78600 (-0.003)

1W -0.81920 (0.0016)

1M -0.78700 (0.0004)

2M -0.77140 (-0.002)

3M -0.76940 (-0.003)

6M -0.71360 (0.0024)

12M -0.56540 (0.0196)