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OPTIONS

Expiries for Dec03 NY cut 1000ET (Source DTCC)

BONDS

EGB/Gilt - Germany curbs lead Europe higher

US TSY OPTIONS

Feb 10Y Put Buying

US TSY FLOWS

US 30yr yield lowest since start of January

US EURODLR OPTIONS

Blue Dec Puts, Underlying Extends Inversion

     
Data for: August 2017
Source: U.S. Treasury Department
Units as noted
Averages calculated by MNI
--------------------------------------------------------------------------------
                                                                   Hit
                 Total     Total  Percent  Percent   Percent     Ratio   Noncomp
                Public      Comp  Primary   Direct  Indirect   Primary     +FIMA
Sale          Accepted  Accepted  Dealers  Bidders   Bidders   Dealers  Accepted
Date           (Bln $)   (Bln $)      (%)      (%)       (%)       (%)   (Bln $)
Average
(Nov-08 to
date)                               46.32    12.23     41.45     20.58        --
Average
(Jun-09 to
date)                               45.30    12.95     41.76     19.72        --
Aug-17          24.000    23.847    25.79    10.16     64.05     12.28     0.153
Jul-17          24.000    23.832    37.56     9.85     52.59     18.73     0.168
Jun-17          24.000    23.823    28.15     6.23     65.62     14.40     0.177
May-17          24.000    23.850    39.91     9.32     50.77     18.98     0.150
Apr-17          24.000    23.848    39.87     8.31     51.82     20.30     0.152
Mar-17          24.000    23.839    42.24     8.39     49.37     21.02     0.161
Feb-17          24.000    23.950    34.69     8.10     57.21     16.93     0.050
Jan-17          24.000    23.948    38.76     6.64     54.60     17.94     0.052
Dec-16          24.000    23.948    48.48     8.96     42.57     24.28     0.052
Nov-16          24.000    23.959    49.71     7.64     42.64     24.10     0.041
Oct-16          24.000    23.961    37.75    10.12     52.14     17.38     0.039
Sept-16         24.000    23.952    40.54     4.66     54.80     19.90     0.048
Aug-16          24.000    23.959    33.68     9.47     56.85     15.53     0.041
Jul-16          24.000    23.952    39.42    15.83     44.75     19.90     0.048
Jun-16          24.000    23.970    40.82    11.10     48.08     19.50     0.030
May-16          24.000    23.931    28.27    10.23     61.50     14.06     0.069
Apr-16          24.000    23.848    32.57    11.46     55.96     17.03     0.152
Mar-16          24.000    23.947    44.74     9.05     46.20     22.69     0.053
Feb-16          24.000    23.939    43.55    14.98     41.47     21.52     0.061
Jan-16          24.000    23.955    27.80     9.40     62.81     13.28     0.045
Dec-15          24.000    23.920    34.00    18.56     47.44     15.22     0.080
Nov-15          24.000    23.925    44.09    15.10     40.81     21.47     0.075
Oct-15          24.000    23.958    41.12    11.14     47.74     17.47     0.042
Sep-15          24.000    23.960    41.02     7.95     51.03     16.86     0.040
Aug-15          24.000    23.834    39.03     8.16     52.81     15.72     0.166
Jul-15          24.000    23.861    38.38    13.88     47.74     16.16     0.139
Jun-15          24.000    23.707    39.63     9.67     50.70     15.73     0.293
May-15          24.000    23.779    35.70    11.60     52.70     14.02     0.221
Apr-15          24.000    23.788    39.51    11.06     49.42     15.69     0.212
Mar-15          24.000    23.812    40.53     8.04     51.42     15.97     0.188
Feb-15          24.000    23.838    43.94     7.16     48.90     17.39     0.162
Jan-15          24.000    23.949    39.38    14.84     45.78     16.09     0.051
Dec-14          25.000    24.834    47.73    10.08     42.19     19.49     0.166
Nov-14          26.000    25.838    47.07    15.19     37.74     19.16     0.162
Oct-14          27.000    26.840    47.04    17.43     35.53     18.10     0.160
Sep-14          27.000    26.834    46.63    20.27     33.11     19.28     0.166
Aug-14          27.000    26.846    44.78    19.03     36.20     20.08     0.154
Jul-14          27.000    26.826    49.08    12.72     38.20     19.02     0.174
Jun-14          28.000    27.842    54.13    19.40     26.47     20.92     0.158
May-14          29.000    28.856    47.40    24.48     28.12     18.92     0.144
Apr-14          30.000    29.857    48.78    23.97     27.26     19.50     0.143
Mar-14          30.000    29.861    54.60    15.46     29.95     21.83     0.139
Feb-14          30.000    29.832    41.31    16.65     42.05     17.65     0.168
Jan-14          30.000    29.873    49.44    22.60     27.95     21.92     0.127
Dec-13          30.000    29.871    49.56    12.04     38.40     20.30     0.129
Nov-13          30.000    29.867    47.29    19.44     33.27     18.98     0.133
Oct-13          30.000    29.867    45.84    19.75     34.41     22.22     0.133
Sep-13          31.000    30.859    46.83    20.04     33.13     19.80     0.141
Aug-13          32.000    31.850    44.67    13.96     41.37     19.63     0.150
Jul-13          32.000    31.871    51.45    12.97     35.57     21.70     0.129
Jun-13          32.000    31.870    58.44     8.43     33.13     26.58     0.130
May-13          32.000    31.859    54.69    14.61     30.71     22.06     0.141
Apr-13          32.000    31.876    64.86    16.16     18.97     25.63     0.124
Mar-13          32.000    31.848    56.04    23.37     20.59     21.32     0.152
Feb-13          32.000    31.855    55.12    26.86     18.02     22.12     0.145
Jan-13          32.000    31.870    45.22    26.38     28.40     17.25     0.130
Dec-12          32.000    31.867    53.26    24.79     21.95     20.65     0.133
Nov-12          32.000    31.855    52.69    22.25     25.06     19.66     0.145
Oct-12          32.000    31.875    48.69    22.53     28.79     16.03     0.125
Sep-12          32.000    31.870    49.80    13.39     36.81     16.88     0.130
Aug-12          32.000    31.854    61.89     8.44     29.68     22.12     0.146
Jul-12          32.000    31.874    59.83    10.18     29.99     21.85     0.126
Jun-12          32.000    31.973    60.91    12.05     27.05     22.30     0.027
May-12          32.000    31.965    53.07    11.24     35.69     20.06     0.035
Apr-12          32.000    31.960    52.19     7.81     40.00     21.01     0.040
Mar-12          32.000    31.966    56.51     8.89     34.59     22.17     0.034
Feb-12          32.000    31.962    63.79     8.50     27.71     25.70     0.038
Jan-12          32.000    31.968    56.15     5.33     38.52     20.57     0.032
Dec-11          32.000    31.951    53.87     7.00     39.13     20.66     0.049
Nov-11          32.000    31.957    41.47    19.87     38.66     17.79     0.043
Oct-11          32.000    31.972    54.34     7.85     37.82     22.29     0.028
Sep-11          32.000    31.974    53.70    10.58     35.72     24.17     0.026
Aug-11          32.000    31.985    40.99    11.09     47.92     18.81     0.015
Jul-11          32.000    31.936    48.99    16.49     34.52     22.11     0.064
Jun-11          32.000    31.980    55.22     9.16     35.63     23.56     0.020
May-11          32.000    31.974    51.93    15.35     32.72     23.08     0.026
Apr-11          32.000    31.954    57.37     8.93     33.70     25.76     0.046
Mar-11          32.000    31.890    53.30    12.34     34.36     22.91     0.110
Feb-11          32.000    31.929    62.30    10.11     27.59     28.04     0.071
Jan-11          32.000    31.959    44.46    16.19     39.36     22.28     0.041
Dec-10          32.000    31.969    45.37    17.97     36.65     23.25     0.031
Nov-10          32.000    31.951    51.08    13.91     35.01     22.90     0.049
Oct-10          32.000    31.970    59.11    11.91     28.98     27.40     0.030
Sep-10          33.000    32.961    45.93    11.71     42.36     20.76     0.039
Aug-10          34.000    33.908    43.72    15.78     40.50     18.99     0.092
Jul-10          35.000    34.940    45.11    14.26     40.63     19.73     0.060
Jun-10          36.000    35.924    36.99    16.30     46.71     17.59     0.076
May-10          38.000    37.774    32.72    16.54     50.74     14.99     0.226
Apr-10          40.000    39.942    37.00    10.75     52.25     18.48     0.058
Mar-10          40.000    39.830    37.81    10.34     51.85     17.92     0.170
Feb-10          40.000    39.793    38.74    10.07     51.18     20.04     0.207
Jan-10          40.000    39.918    38.59    23.40     38.00     18.59     0.082
Dec-09          40.000    39.825    36.18     2.95     60.88     17.34     0.175
Nov-09          40.000    39.725    23.92     7.53     68.55     11.07     0.275
Oct-09          39.000    38.828    40.02    10.93     49.06     20.59     0.172
Sep-09          38.000    37.819    42.50     3.27     54.23     19.83     0.181
Aug-09          37.000    36.745    35.48     2.04     62.47     17.78     0.255
Jul-09          35.000    34.927    38.49     7.46     54.05     21.91     0.073
Jun-09          35.000    34.908    40.47    15.78     43.76     21.49     0.092
May-09          35.000    34.795    56.64     6.09     37.27     27.22     0.205
Apr-09          35.000    34.961    58.53     2.99     38.47     31.06     0.039
Mar-09          34.000    33.901    57.92     1.82     40.26     33.83     0.099
Feb-09          32.000    31.902    54.10     1.13     44.77     29.59     0.098
Jan-09          30.000    29.965    70.95     1.04     28.01     38.40     0.035
Dec-08          28.000    27.944    64.49     0.26     35.26     36.85     0.056
Nov-08          25.000    24.955    62.67     1.27     36.06     32.06     0.045
--MNI Washington Bureau; +1 202-371-2121; email: holly.stokes@marketnews.com
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