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CANADA

BOC Publishes Dates for 2022 Rate Meetings

OPTIONS

Expiries for Jul30 NY cut 1000ET (Source DTCC)

BOND SUMMARY

EGB/Gilt - Finding some demand at the lows

US EURODLR OPTIONS

2Y Midcurve Put Spd

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2Y Notes high yield 0.249% vs 0.244% when-issued, leaving a 0.5bp tail - modestly weak but not unusual for 2Y. Fairly middling stats otherwise, with primary dealers taking 30.9% and 2.54x bid-to-cover (vs 2.74x prior but very much close to long-term average).

  • Yields ticked higher on the results, but remain lower on the session.