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FOREX

FX OPTION EXPIRY

EURIBOR

EURIBOR FIX

COMMODITIES

Industrial Metals Dropping Sharply

BUNDS

Block trade

Just off new session lows as.........>

US TSY FUTURES
US TSY FUTURES: Just off new session lows as dollar rallies and equities move
lower, tight range with volume (TYU 610K), Curves steeper; update:
* 2s10s +0.648, 21.588 (20.205L/21.864H);
* 2s30s +0.791, 35.646 (33.521L/35.978H);
* 5s30s +0.455, 23.763 (22.260L/24.276H);
Current futures levels:
* Dec Ultra bonds down 1-01/32 at 155-25 (155-24L/156-24H)
* Dec 30-yr Bond futures down 24/32 at 141-20 (141-18L/142-09H)
* Dec 10-yr futures down 08.5/32 at 119-05 (119-4.5L/119-13.5H)
* Dec 5-yr futures down 04.75/32 at 112-20.25 (112-19.75L/112-25H)
* Dec 2-yr futures down 1.75/32 at 105-12.5 (105-12.5L/105-14.5H)