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RJO FIG Treasury Option Vol Overlay – May 29, 2020

TYN0 vol 3.77% versus yesterday 3.70%.   30 day is 3.675%

TSY_LOCAL_VOL5.29.20

For further information on Treasury Option Volatility Overlays, contact The Fixed Income Group at RJO for access to the full set of data in its entirety.

Email: FIG@rjobrien.com
Phone: 800-367-3349
www.fixedincomegroup.com

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