Eurodollars and Proxies					3:00 PM		30-Dec
ED	Yield	Chg	Price	Chg	Bundle	Chg	Proxies	Yield	Chg	Packs	Yield	Chg
GEH9	1.095	(4.0)	98.905	4.0	1.095	(4.0)	Front 1-4	1.290	(2.1)	Red U	2.304	0.1
GEM9	1.215	(1.5)	98.785	1.5	1.155	(2.8)	Front 2-5	1.441	(1.7)	Red Z	2.526	1.1
GEU9	1.370	(1.0)	98.630	1.0	1.227	(2.2)	GEU9	1.370	(1.0)
GEZ9	1.480	(2.0)	98.520	2.0	1.290	(2.1)	GEZ9	1.480	(2.0)
GEH0	1.700	(2.5)	98.300	2.5	1.372	(2.2)	2yr Bundle	1.797	(1.0)	TU	Chg
GEM0	2.435	1.0	97.565	(1.0)	1.549	(1.7)	TU	1.397	(3.8)	109.014	0.024
GEU0	2.530	1.0	97.470	(1.0)	1.689	(1.3)	2yr Swap
GEZ0	2.550	1.0	97.450	(1.0)	1.797	(1.0)	2Y	0.733	(4.7)
GEH1	2.590	1.5	97.410	(1.5)	1.885	(0.7)	Dec/Dec	60.5	1.5
EDM1	2.620	1.5	97.380	(1.5)	1.958	(0.5)	Mar/Mar	122.0	2.5	Packs	Yield	Chg
EDU1	2.685	1.5	97.315	(1.5)	2.025	(0.3)	GEZ0	2.550	1.0	Green U	3.090	1.1
EDZ1	4.465	0.0	95.535	0.0	2.228	(0.3)	3yr Bundle	2.228	(0.3)	Green Z	3.637	0.7
EDH2	4.780	0.0	95.220	0.0	2.424	(0.3)	3yr Swap			Blue U	4.501	0.0
EDM2	4.210	0.0	95.790	0.0	2.552	(0.3)	3Y	0.916	(4.3)	Blue Z	3.984	0.5
EDU2	4.365	0.0	95.635	0.0	2.673	(0.2)	EDU1	2.685	1.5	Gold U	2.815	2.4
EDZ2	4.650	0.0	95.350	0.0	2.796	(0.2)	5yr Bundle	2.800	0.3	Gold Z	2.397	0.5
EDH3	2.710	2.0	97.290	(2.0)	2.791	(0.1)	5yr Swap			FV	Chg
EDM3	2.770	2.5	97.230	(2.5)	2.790	0.1	FV	1.878	3.7	119.186	(0.062)
EDU3	2.840	2.5	97.160	(2.5)	2.793	0.2	5Y	1.448	(0.0)
EDZ3	2.940	2.5	97.060	(2.5)	2.800	0.3	10yr Swap			TY	Chg
EDH9	1.040	(5.5)	98.960	5.5	2.716	0.0	TY	2.844	4.5	127.094	(0.144)
FFG9	0.175	(1.0)	99.825	1:00			10Y	2.074	(2.8)
FFH9	0.205	(1.5)	99.795	1:00			30yr Swap			US	Chg
FFJ9	0.230	(1.0)	99.770	1:00			US	3.184	(2.9)	141.134	0.170
FFK9	0.260	(0.5)	99.740	1:00			30Y	2.574	(5.7)