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OPTIONS

Expiries for Dec09 NY cut 1000ET (Source DTCC)

US TSY OPTIONS

More 10Y Vol Sales

US TSY FUTURES

Extending Session Lows Post JOLTS

POLAND

NBP Raises Policy Rate By 50bps

EGB SUMMARY
EGB SUMMARY: Bunds continue to move to new highs, helped this morning by data
confirming that the German economy contracted by 0.1% in Q2. 10y cash Bund
yields have fallen 2.9bp today to -0.638% with futures rising 0.40 to 178.08 at
the time of writing.
- BTP-Bund spreads are little changed on the day. Yesterday, Prime Minister
Conte's appearance before the Senate was confirmed for August 20. This will
likely be followed by a confidence vote. Salvini has also confirmed that he
would appoint Giancarlo Giorgetti as FinMin.
- Bund futures are up 0.40 today at 178.08 with 10y Bund yields down -2.8bp at
-0.639% and Schatz yields up 0.1bp at -0.881%.
- BTP futures are up 0.37 today at 139.63 with 10y yields down -3.6bp at 1.580%
and 2y yields down -1.2bp at 0.119%.
- OAT futures are up 0.50 today at 169.56 with 10y yields down -3.7bp at -0.354%
and 2y yields down -0.1bp at -0.777%.