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FOREX

FX OPTION EXPIRY (for Monday)

BTP

Underperforms in EGBs

US TSY FUTURES

Yld Curves Extend Steeper

RUSSIA

Inflation Expectations Rise in June

BONDS

US, UK and Germany bear steepening

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1W -0.08450 (0.00083)

1M -0.06067 (0.0045)

2M -0.05133 (0.00017)

3M -0.08383 (-0.00016)

6M -0.04350 (-0.00067)

12M 0.05533 (0.0025)