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ITALY AUCTION RESULTS

BTP-ST / BTPei

BUNDS

5/30s Block trade

BONDS

Large Buxl spread

EURIBOR

EURIBOR FIX

FRANCE T-BILL AUCTION PREVIEW

On offer next week up to E6.9bln BTFs

EGB OPTIONS

Bobl call ladder

Bearish Oct Bund C/S vs P/S

EGB OPTIONS

Sold RXV0 175.00/176.00 call spread, vs bought RXV0 173.00/172.00 put spread - received 6.5 in 1k

Delta -0.27, 32 days to expiry

MNI London Bureau | +44 203-865-3807 | tim.cooper@marketnews.com