Treasury Trading Update.

30yr. options seeing one of the busier day's in quite some time - seeing some plays targeting a 20 basis point further decline in long rates.

Also on today's report

Short end is seeing very healthy profit taking in the Blue June and Blue Sep. (2015 contracts) call spreads – see players list below. The 3 month libor fixing was down both for dollar funding and Euro funding so there was some firming in Eurodollar futures however mostly in the deferred months

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