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EGB OPTIONS

Schatz Sep 1x2 Put Spread Buyer

US EURODLR FUTURES

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US SWAPS
US SWAPS: Spds running steady/mixed, front end inching off marginally tighter
levels. Light flow so far w/payers in 2s around 2.4325%, receivers in 10s at
2.4575%. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
9:15        -0.06/9.31    +0.00/3.12     +0.25/-1.75   +0.50/-24.75
Thu Open    -0.25/9.12    -0.12/3.00     +0.12/-1.88   +0.38/-24.88
Wed 3:00    +1.00/9.62    -0.25/3.25     -0.19/-1.69   -0.62/-24.88
Wednesday recap: Front end spds continue to grind wider, dragging balance of
spds off earlier lows. In-line, heavier rate paying in 1s (>$2B nominal) around
2.5690-2.5675%, 2s and 7s (around 2.361-2.375%; mixed flys last hour includes
2,3,4 receiver and 2s5s6s payer. Earlier -- 2Y popped wider in post 3M LIBOR
higher set/front end selling, rate paying around 2.443%-2.4352%. Spds were
tighter on back of Tue's healthy issuance. 
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com