Had to attend to other matters yesterday there fore missed a buy opportunity - most definitely in 30's and less so in 10's. Signal is to be long and the dip forced you in yesterday. Since we should still be early in this up cycle will buy the next one - as usual call for details.
Below are larger flows in 10's - 30's - Fed Funds. Will have more later today.
| 10yr. | |||||
| 560 | Bot | 2000 | K 20+p | 50 | M 11927 |
| 560 | Bot | 1000 | K 19+p | 6 | 12006/06+ |
| 660 | Bot | 2000 | K 19+/20p 1x2 | 3 | 12003/03+ |
| 660 | Bot | 500 | M 16p | 4 | 12005+/06 |
| 660 | Bot | 500 | K 19/19+p | 4 | 12003+/04+ |
| 684 | Bot | 1000 | K 18+/19+p 1x2 | 5 | 12003/03+ |
| 685 | Bot | 500 | K 18p | 2 | 11918+/19 |
| 685 | Bot | 500 | M 19+ Stdl | 157 | 11928/29 |
| 685 | Bot | 1500 | M 20 Stdl | 156 | M 11926 |
| 685 | Bot | 1000 | M 21c | 34 | M 12005+ |
| 685 | Bot | 600 | K 19+p | 5 | M 12007+ |
| 714 | Bot | 1000 | M -17/+21 combo | 23 | 12000+/01 |
| 714 | Bot | 8000 | K 19/20c | 40 | M 11924+ |
| 714 | Bot | 500 | M 16+/18p | 10 | 12006/06+ |
| 737 | Bot | 1500 | K 18+p | 1 | 12001/01+ |
| 830 | Bot | 500 | U 14/17p 1x2 | 12 | 12000/01 |
| 830 | Bot | 500 | K 20+p | 42 | M 12000 |
| 830 | Bot | 1000 | M 20 Stdl | 151 | M 12004 |
| 193 | Sold | 1500 | M 20c | 60 | 12000/01 |
| 370 | Sold | 1500 | M 18/22 Stgl | 31-32 | 12003/04 |
| 560 | Sold | 2000 | K 20c | 23 | 12003/03+ |
| 660 | Sold | 1000 | U +17+/-19+ combo | 4 | 12005/05+ |
| 660 | Sold | 1000 | U +17+/-19+ combo | even | 12004/04+ |
| 685 | Sold | 3000 | K 20c | 12 | M 11920 |
| 685 | Sold | 1000 | M 20 Stdl | 156 | M 11926 |
| 685 | Sold | 1000 | K 20c | 17 | M 11927 |
| 685 | Sold | 1000 | K 19+p | 4 | M 12000+ |
| 830 | Sold | 500 | M 18+c | 161 | M 12004 |
| 30yr. | |||||
| 355 | Bot | 1000 | K 19p | 12 | 12003/04 |
| 370 | Bot | 1000 | K 19p | 9-10 | 12012/13 |
| 660 | Bot | 1000 | M 20 Stdl | 308 | 12009/10 |
| 685 | Bot | 500 | M 20 Stdl | 304 | 12009/10 |
| 325 | Sold | 1500 | M 18p | 43 | 12009/10 |
| 560 | Sold | 2000 | M 20 Stdl | 304 | 12009/10 |
| 2 + 5yr. | |||||
| 275 | Bot | 500 | K 17p | 4 | 11717/17.25 |
| 560 | Bot | 1000 | 2yrOPTS M 108+/109p 1x2 | 2 | 10908.75/09 |
| 560 | Bot | 2000 | K 16/16+p | 1+ | 11717/17.25 |
| 684 | Bot | 500 | M +16/-19 combo | 2 | M 11716+ |
| 684 | Bot | 500 | M +16/-19 combo | 00 | 11720.25/20+ |
| 684 | Bot | 2000 | K 18+c | 2 | 11722/22.25 |
| 709 | Bot | 500 | WK 5 17+ Stdl vs WK 5 18c | 32 | 11722.25/22+ |
| 714 | Bot | 2000 | K 16+/17p | 2 | 11722.25/22+ |
| 560 | Sold | 2000 | M 18c | 30 | 11722+/22.75 |
| 709 | Sold | 1000 | WK 5 17+ Stdl vs WK 5 18c | 31+ - 32 | 11722.25/22+ |
| Fed Fund | |||||
| 006 | Bot | 750 | Z56/62/68fly | .25 | Z9975/75+ |
| 006 | Bot | 500 | Z68/75/81pfly | .75 | Z9975/75+ |
| 660 | Bot | 500 | H25/75 combo +p | 3.50 | H9960+/61 |
| 684 | Bot | 1000 | G9875/9900/25/50p condor | 2.50 | G9966/66+ |
| 915 | Bot | 450 | H9900/25/50p fly | 2.25 | H9960+/61 |
| 915 | Bot | 750 | Z62/68/75pfly | .25 | Z9975/75+ |
| 915 | Bot | 1000 | Q+75p/-N81p | .50 | |
| 915 | Bot | 500 | Q/U75p Cal | 1 | |
| 560 | Sold | 750 | G9875/9900/25/50p condor | 2.50 | G9966/66+ |
| 915 | Sold | 500 | Z68/75/81pfly | .75 | Z9975/75+ |
| 915 | Sold | 500 | Z56/62p | .75 | Z9975/75+ |
| 915 | Sold | 500 | Z62/68/75pfly | .25 | Z9975/75+ |
| 915 | Sold | 1000 | Q+75p/-N81p | .50 | |
| 915 | Sold | 500 | Q/U75p Cal | 1 | |
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