Treasury Trading Update

Larger flows from yesterdays session listed below.

5/17/2011
Paper	S	2,500	EDM 95/96 p spread	.25 (cab)	N/A
Paper	S	5,00	EDU12 9700/9800 p spread	8.5	N/A
Paper	B	7,000	EOM 92/93 c 1X2	4	N/A
RJO	B	4,000	EDU 9925/9950 p spread	1.25	N/A
Paper	B	4,000	EDH13 91/93 p spread	5.5	N/A
Paper	B	5,000	EDH 9925/9950 p spread	6.5	N/A
Paper	S	10,000	EDM 9950/9962 c 1X2	0.5	N/A
Paper	B	6,000	EDZ1 95 strad	25.5	N/A
Fed Fund opts
006	Bot	2100	Z56/62/68p fly	.25	Z9982+/83
685	Bot	750	F50/62p	1	F9980/80+
737	Bot	200	K 2012  9900/50p	7.50	K9962+/63
830	Bot	1600	Q81/87p	.75	Q9988/88+
915	Bot	500	G81/87/93 c fly	2.75	G9976/76+
915	Bot	250	Q81/87c 1x2	3.50	Q9988+/89
915	Bot	150	F50/62p	1	F9980/80+
287	Sold	100	F75p	4.50	F9980/80+
287	Sold	1000	F75p	4	F9980/80+
915	Sold	250	F50/62p	1	F9980/80+
915	Sold	700	Z56/62/68p fly	.25	Z9982+/83
915	Sold	1000	Q81p	.25	Q9988
10yr. Opts.
020	Bot	500	U 21+ Stdl	309	12231/31+
197	Bot	6000	N 21+/23c (x1) vs…	4-5	M 12301
560	Bot	1750	M 23/24c 1x2	14	12300/01
560	Bot	1000	M 23c	17	M 12231
660	Bot	500	Q 22+c	57	U 12123
684	Bot	2000	M 21+p	2	12231+/12300
684	Bot	500	M 22c	2	12303/03+
685	Bot	1000	U 23+c	51	12300+/01
714	Bot	2000	Q 24/24+c	6	12228+/29
830	Bot	500	M 22/22+p	6	12230/30+
830	Bot	500	M 22/22+p	5	12301/01+
197	Sold	500	M 22+c	31	12227/27+
281	Sold	2000	M 23c	20	12302/02+
660	Sold	650	N 20+ Stdl	200	12229/30
660	Sold	500	M 23 Stdl	34	12230+/31
685	Sold	500	N 20+ Stdl	201	12227/27+
714	Sold	500	-N 21/22c vs +N 18p	27	12230/30+
714	Sold	500	U 19/21p 1x2	1	12304/04+
830	Sold	1000	M 23/24c	16	12300/01
830	Sold	1350	N 21+ Stdl	152	12230/31
830	Sold	1000	U 19p	41	U 12118
local	Sold	500	M 23/23+c	11	M 12300
local	Sold	500	N 15+/17p	2	12302/02+
	Sold	12000	…vs N 19+p (x2)		M 12301
2 + 5yr. Opts
714	Sold	1000	2yr   U 09+/09.75/10/10.25c condor	4+	10912/12.25
714	Bot	500	N 16+/17+p	11+	11811.25/11+
325	Sold	500	2yrOPTS  M 10c	.5	10925+/25.75
444	Bot	1500	M -18+/+19c 1x2	9+	11916+/16.75
325	Sold	500	2yr   U 09+/09.75/10/10.25c condor	4+	10911.75/12
197	Bot	1500	2yrOPTS  M 109.75p	3	10825/25.25
560	Sold	500	2yrOPTS  U 109+/110c 1x2	8	10911.75/12
714	Bot	1000	M 18+/19p 1x2	1+	11919.25/19+
30yr. Opts
560	Sold	500	U 13/18p	38	U 12324
560	Bot	1500	M 27c	6-7	12512/13
287	Bot	500	U 30c	57	U 12405
560	Bot	500	U 106/110p	4	12405/06
370	Sold	500	M 23/24/25c tree	even	12521/22
737	Bot	1000	M 25/26c	30	M 12513/14
660	Bot	1500	N 21p	34	12518/19
287	Bot	700	N 25c	126	U 12414
690	Bot	2500/500	+N 17p (x5) N-24p		U 12404
560	Bot	1000	U 106/110p	4	12405/06