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US

Tsy Sec Yellen

US EURODLR OPTIONS

BLOCK, Green June Call Fly

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Previous offer-to-cover ratios previous first (2.02x, 1.87x, 1.81x, 2.20x).

Gilt BOE purchases
1.25% Oct-41 GBP64.1mln
3.25% Jan-44 GBP42.1mln
0.875% Jan-46 GBP43.8mln
4.25% Dec-46 GBP83.3mln
1.50% Jul-47 GBP100.0mln
1.75% Jan-49 GBP36.8mln
4.25% Dec-49 GBP34.6mln
0.625% Oct-50 GBP366.4mln
3.75% Jul-52 GBP579.4mln
1.625% Oct-54 GBP38.5mln
1.75% Jul-57 GBP45.3mln
1.625% Oct-71 GBP45.8mln