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Tsys were contained overnight, with.........>

US TSYS
US TSYS: Tsys were contained overnight, with T-Notes probing yesterday's highs,
and yields little changed.
- Downside interest noted was via the TYM9 122.00 puts, before the TYM9
123.00/122.50/122.00 put ladder saw 10.0K blocked, sources suggested a buyer,
followed by 20.0K of the TYN9 124.50/125.50/126.00 broken call ladder being
blocked, with sources also pointing to a buyer (mixed directional interest
evident across the notable trades).
- Eurodollar futures trade virtually unch. through the reds. The 0EM9
97.875/98.250 call spread saw 20.0K bought, with the EDH0 97.250/97.625 call
spread seeing 20.0K blocked, with sources pointing to a seller.
- Durable goods and 7-Year supply provide the domestic highlights today, ahead
of tomorrow's GDP data.
- T-Notes last 123.17, U.S. 10-Year cash Tsy yields last 2.518%.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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