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US TSYS SUMMARY

Curve Lower, Flatter as Yields Reverse Off Cycle Highs

US TSY/RECAP

Yield Curve Update

STIR FUTURES

Eurodollars Futures Snapshot

USDCAD TECHS

Consolidating

AUDUSD TECHS

Probes Key Support

EURJPY TECHS

Bullish Conditions Intact

US SWAPS
US SWAPS: Not much change in spds since this morning, wings still wider vs.
tighter intermediates, short end paring move slightly. Late morning to midday
flow includes decent wo-way in 5s, mild spd curve flatteners in 2s vs. 3s and
5s, 2s3s10s fly, paying the belly.
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com