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***Market source reports following......>

EGB OPTIONS
EGB OPTIONS: ***Market source reports following Schatz/Bobl bear steepener:
* -3.75k Schatz Jan/Feb 112/111.90 put spread strips @ 3.5 vs +1.5k Bobl Jan/Feb
132/131.75 put spread strips @ 16/16.5 -- Since Nov 7 2s/5s has steepened from
38.1bps to 42.15bps with 45/46bp being the steepest level since late summer,
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