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FED

VIEW: BNP Paribas: Faster Tapering

US EURODLR FUTURES

Some Light Selling Seen

CHINA RATES

China Repo Rates Fall on Wednesday

CNH

USD/CNH Bears Eye Key Support

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December is still front month for Treasuries, but all the spreads are running above pace, given the US Holidays.
  • Ultra 30: 90%
  • TBond: 88%
  • Ultra 10: 87%
  • Tnotes: 80%
  • FVA: 82%
  • TUA: 81%
  • UK Gilts (pre open): 62%: