Core EGBs and Euribor futures are.......>

EGB OPTIONS: Core EGBs and Euribor futures are broadly unchanged while periphery

EGBs are trading higher amid a risk-on move post-US midterm elections.

- The Dec 18 Bund future is up 1 tick at 159.71, having traded in a range of

159.65-159.89 thus far.

- The German curve is mixed, 2-Yr yield is up 0.4bps at -0.598%, 5-Yr up 0.2bps

at -0.163%, 10-Yr down 0.4bps at 0.43%, and 30-Yr down 0.8bps at 1.061%.

- Above-consensus German IP data this morning (0.2% M/M vs flat survey). 

- Supply ahead with re-open of 0.25% Aug-28 Bund for E3.0bln this morning.

- Meanwhile, the Dec 18 BTP future is up 67 ticks at 122.53, earlier hitting a

high of 122.73.

- 10-Yr Italian spread to Bunds down 5.6bps at 290.7bps. Spain/Portugal/Greece

10s spreads down 2.5-3.0bps.

- Euribor strip completely flat.

- Italian Sep retail sales at 0900GMT; EMU retail data out at 1000GMT.