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EMERGING MARKETS

CEEMEA FX Price Signal Summary: USDRUB Slides Once Again

BOND SUMMARY

EGB/Gilt Divergence

RUSSIA

Highlights of CBR Policy Statement

US EURODLR OPTIONS

BLOCK, Midcurve Put Fly

RUSSIA

CBR Hike Rates by a Larger-Than-Expected 75bps

Geopol' tensions drove.........>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Geopol' tensions drove risk-off/safe haven support all
day, at/near session highs by the bell. Debt ceiling angst? 4W bill rate at
1.30% crests 2Y note rate of 1.294%, other short end inversions. Current futures
levels:
* Dec Ultra bonds up 2-13/32 at 170-07 (167-22L/170-14H)
* Dec 30-yr Bond futures up 1-26/32 at 157-00 (155-05L/157-04H)
* Dec 10-yr futures up 24/64 at 127-13.5 (126-24L/127-15H)
* Dec 5-yr futures up 14/32 at 118-25.75 (118-13.5L/118-27H)
* Dec 2-yr futures up 3.75/32 at 108-07.25 (108-04.25L/108-07.75H)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com