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EQUITIES

Future roll pace update

GILTS

opening calls

SOUTH AFRICA

SAGBs Pause for Breath, 10 Y 30Y Yields Run Into Support

FOREX
FOREX: Option expiries for Friday Sep22 NY cut 1000ET (Source DTCC)
*EUR/USD: $1.1700(E415mn), $1.1900(E514mn), $1.1925(E1.02bn), $1.1950(E939mn),
$1.2000(E1.35bn), $1.2100(E1.2bn), $1.2125(E755mn)
*USD/JPY: Y110.00($2.21bn), Y110.75($683mn), Y111.00($1.53bn), Y112.00($1.61bn),
Y112.50($470mn), Y114.63($500mn), Y114.75($750mn)
*EUR/JPY: Y132.00(E288mn), Y133.00(E391mn), Y134.00(E291mn)
*GBP/USD: $1.3000(Gbp862mn), $1.3300(Gbp246mn), $1.3350(Gbp285mn)
*EUR/NOK: Nok9.3000(E400mn), Nok9.3400(E375mn)
*AUD/USD: $0.7850(A$210mn)
*NZD/USD: $0.7100(NZ$344mn)
*AUD/NZD: N$1.0910(A$360mn)
*USD/CAD: C$1.2200($690mn), C$1.2350($377mn)