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BUNDS

Strangle vs Call

SHORT-STERLING OPTIONS

SONIA call spread

UK T-BILL AUCTION RESULTS

DMO sells GBP2bln 1/3/6-month UKTBs

OPTIONS

Expiries for Sep24 NY cut 1000ET (Source DTCC)

EGB SUMMARY
EGB SUMMARY: EGB SUMMARY: It's been a very slow afternoon London session, with
Bund off their worst level (printing a 177.82 low), and now above 178.00. Flow
has been quite subdued with "Risk On" keeping EGB's upside capped. In
peripheral, Italy started the morning session worst performer against the German
10y, widening 7bps, but have since tightened 5bps to sit at 209bps in the
Italy/Germany 10yr. Market participants attention now turns to Fed voter, and
dissenter against the move to cut rates in July, Eric Rosengren, discussing his
outlook for MonPol with BBG at 18:30 BST. - Bund futures are down -0.56 today at
178.04 with BTP futures down -0.32 at 141.09 and OAT futures down -0.57 at
169.56.