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ITALY AUCTION RESULTS

BTP-ST / BTPei

BUNDS

5/30s Block trade

BONDS

Large Buxl spread

EURIBOR

EURIBOR FIX

FRANCE T-BILL AUCTION PREVIEW

On offer next week up to E6.9bln BTFs

EGB OPTIONS

Bobl call ladder

Just off new session lows after......>

US TSY FUTURES
US TSY FUTURES: Just off new session lows after data release, tight range with
volume (TYU 440K), Curves steepening; update:
* 2s10s +0.509, 21.449 (20.205L/21.765H);
* 2s30s +0.300, 35.156 (33.521L/35.758H);
* 5s30s +0.145, 23.454 (22.260L/24.058H);
Current futures levels:
* Dec Ultra bonds down 24/32 at 156-02 (156-00L/156-24H)
* Dec 30-yr Bond futures down 19/32 at 141-25 (141-23L/142-09H)
* Dec 10-yr futures down 07/32 at 119-06.5 (119-5.5L/119-13.5H)
* Dec 5-yr futures down 04/32 at 112-21 (112-20L/112-25H)
* Dec 2-yr futures down 1.5/32 at 105-12.75 (105-12.5L/105-14.5H)