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US TSYS

T-Notes print +0-00+ at 131-30+ at typing, holding to a narrow 0-01+ range thus far, with incremental support stemming from the aforementioned bid in the longer end of the Aussie curve (namely via XM futures). Headline flow remains light. Cash Tsys are essentially flat across the curve. Eurodollar futures trade -0.5 to +1.0 through the reds. Flow has been headlined by the recently flagged downside interest in EDZ3 via the options space, which saw 5.5K of the 2EZ1 99.000/98.875 put spread trade vs. the 2EZ1 99.250/99.375 call spread, with a market contact pointing to buying of the put spread vs. selling of the call spread.

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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