Eurodollars and Proxies 3:00 PM 3-Jul
ED Yield Chg Price Chg Bundle Chg Proxies Yield Chg Packs Yield Chg
GEU8 2.920 (1.0) 97.080 1.0 2.920 (1.0) Front 1-4 3.181 (3.2) Red U 4.090 (1.6)
GEZ8 3.130 (2.5) 96.870 2.5 3.025 (1.8) Front 2-5 3.378 (4.0) Red Z 4.369 (0.1)
GEH9 3.235 (4.5) 96.765 4.5 3.095 (2.7) GEH9 3.235 (4.5)    
GEM9 3.440 (5.0) 96.560 5.0 3.181 (3.2) GEM9 3.440 (5.0)      
GEU9 3.705 (4.0) 96.295 4.0 3.286 (3.4) 2yr Bundle 3.636 (2.4) TU Chg  
GEZ9 4.010 (2.0) 95.990 2.0 3.407 (3.2) TU 2.988 (4.3) 105.256 0.026  
GEH0 4.230 (0.5) 95.770 0.5 3.524 (2.8) 2yr Swap      
GEM0 4.415 0.0 95.585 0.0 3.636 (2.4) 2Y 2.525 (5.6)    
GEU0 4.820 2.0 95.180 (2.0) 3.767 (1.9) Dec/Dec 78.5 (3.0)      
GEZ0 4.885 2.0 95.115 (2.0) 3.879 (1.5) Mar/Mar 88.0 0.5 Packs Yield Chg
EDH1 4.910 2.5 95.090 (2.5) 3.973 (1.2) GEM0 4.415 0.0 Green U 4.848 2.0
EDM1 4.775 1.5 95.225 (1.5) 4.040 (1.0) 3yr Bundle 4.040 (1.0) Green Z 4.838 1.5
EDU1 4.780 0.0 95.220 0.0 4.097 (0.9) 3yr Swap   Blue U 4.576 0.6
EDZ1 4.210 0.0 95.790 0.0 4.105 (0.8) 3Y 2.632 (3.6) Blue Z 4.629 1.4
EDH2 4.365 0.0 95.635 0.0 4.122 (0.8) EDH1 4.910 2.5 Gold U 4.380 1.6
EDM2 4.950 2.5 95.050 (2.5) 4.174 (0.6) 5yr Bundle 4.215 (0.1) Gold Z 4.594 2.1
EDU2 4.990 3.0 95.010 (3.0) 4.222 (0.4) 5yr Swap   FV Chg  
EDZ2 5.055 3.5 94.945 (3.5) 4.268 (0.1) FV 3.599 (3.1) 110.286 0.046  
EDM8 5.075 0.0 94.925 0.0 4.311 (0.1) 5Y 3.269 (2.6)      
EDU8 2.400 0.0 97.600 0.0 4.215 (0.1) 10yr Swap     TY Chg  
EDM8 5.845 5.0 94.155 (5.0) 4.293 0.1 TY 4.225 (1.6) 114.114 0.044  
FFQ8 2.040 (1.5) 97.960 14:02     10Y 3.969 0.9      
FFU8 2.095 (1.5) 97.905 14:04     30yr Swap     US Chg  
FFV8 2.175 (1.0) 97.825 14:04     US 4.761 1.8 115.280 (0.080)  
FFX8 2.280 (2.0) 97.720 14:02     30Y 4.526 1.9