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POLAND

Polish Equities Correct as PLN weakens

US TSY OPTIONS

BLOCK, Vol Buyer

US TSY FUTURES

Little Post-Claims Chop, Bonds Move Higher

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O/N -0.58443 (-0.00443)

1W -0.57729 (0.00042)

1M -0.57643 (0.001)

2M -0.55571 (0.00058)

3M -0.55114 (-0.00214)

6M -0.53214 (-0.00185)

12M -0.49400 (-0.00186)