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USD

Finding a bid as Equities falls

BOE APF PURCHASES

Long-dated analysis

US EURODLR OPTIONS

BLOCK, 2Y Midcurve Ratio Put Spd

CHILE

USDCLP Approaching Significant Resistance

Risk-on/risk-off unwind day....>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Risk-on/risk-off unwind day number 2, futures trading near
session lows heading into the 10Y auction re-open, carry-over risk on tone from
week opener, ongoing rebound in USD and stronger stocks adding to move. Tsys
ratcheted lower midmorning -- trailing similar move in Gilts. Limited data, Fed
in black-out period until next week's FOMC. Current futures levels:
* Dec Ultra bonds down 1-2/32 at 167-19 (167-13L/168-23H)
* Dec 30-yr Bond futures down 26/32 at 155-06 (155-02L/156-03H)
* Dec 10-yr futures down 11.5/32 at 126-20.5 (126-18L/127-00.5H)
* Dec 5-yr futures down 7/32 at 118-10.5 (118-09L/118-17.25H)
* Dec 2-yr futures down 1.5/32 at 108-04.5 (108-04L/108-06H)