Trial now
BONDS

Early Month End expectations

SHORT-STERLING OPTIONS

Put fly buyer

EURIBOR OPTIONS

Put spread buyer

Weaker by the bell, at/near....>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Weaker by the bell, at/near late session lows with the
long end underperforming. Rather muted volume propped up by decent Sep/Dec roll
volume, particularly in 5yr futures. Current futures levels:
* Sep Ultra bonds down 26/32 at 167-31 (167-29L/168-26H)
* Sep 30-yr Bond futures down 19/32 at 155-18 (155-17L/156-07H)
* Sep 10-yr futures down 9.5/64 at 126-17.5 (126-17.5L/126-28H)
* Sep 5-yr futures down 5.75/32 at 118-13.75 (118-13.75L/118-19.5H)
* Sep 2-yr futures down 1.5/32 at 108-07 (108-07L/108-08.5H)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com