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US TSY FUTURES

Post-Data Two-Way Trade

US TSYS

Repo Reference Rates, SOFR Holds At 0.03%

US EURODLR FUTURES

BLOCK, Red Pack

OPTIONS
MNI (London)
OPTIONS: Expiries for Jan17 NY cut 1000ET (Source DTCC)...(1/2)
EUR/USD: $1.1000(E1.17bln), $1.1025-27(E517mln), $1.1050-60(E1.64bln),
$1.1070-80(E790mln),
$1.1090-1.1105(E2.64bln), $1.1120-25(E2.1bln), $1.1145-55(E2.84bln),
$1.1165-66(E661mln), $1.1175-85(E1.1bln), $1.1200(E3.41bln)
USD/JPY: Y107.85-108.00($1.85bln), Y108.15-25($817mln), Y109.00-15($720mln),
Y109.25-30($1.49bln), Y109.50($554mln), Y109.90-110.00($1.26bln),
Y110.15-20($610mln),
Y110.40-55($685mln), Y110.85-111.00($1.07bln)
GBP/USD: $1.2685-1.2700(Gbp1.04bln), $1.2895-05(Gbp1.08bln),
$1.2940-55(Gbp1.20bln), $1.2970-75(Gbp580mln), $1.3185-1.3200(Gbp779mln),
$1.3300(Gbp1.04bln),
$1.3400-15(Gbp1.07bln)
EUR/GBP: Gbp0.8300(E690mln), Gbp0.8500(E1.27bln)
USD/CHF: Chf0.9600-05($1.01bln), Chf0.9770-85($1.03bln)
MNI London Bureau | +44 203-586-2231 | john.webb@marketnews.com
MNI London Bureau | +44 203-586-2231 | john.webb@marketnews.com