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US EURODLR OPTIONS

Par Calls

US EURODLR OPTIONS

Midcurve Correction/Update

US TSY FUTURES
US TSY FUTURES: *** Tsy futures paring gains in late morning trade as USD starts
to rebound vs. Yen last few minutes. Gold also off broad gains, only +2.80 at
1290.95. Sources citing recent headline from Axios "*WHITE HOUSE REVIEW RESULT
ON BANNON IS SAID IMMINENT: AXIOS" on Bloomberg for USD rebound. Stay tuned.
Current futures levels:
* Sep Ultra bonds up 4/32 at 168-11 (168-00L/169-03H)
* Sep 30-yr Bond futures up 5/32 at 155-27 (155-16L/156-12H)
* Sep 10-yr futures up 2/64 at 126-25 (126-21.5L/127-01.5H)
* Sep 5-yr futures up .5/32 at 118-17.75 (118-16.25L/118-22.75H)
* Sep 2-yr futures up .25/32 at 108-08 (108-07.5L/108-08.5H)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com