Trial now
GILTS

Opening calls

SOUTH AFRICA

SAGBs Firm at the Open, Risk Premia Ease W/W

USD

Better selling on the European open

BUNDS

Day ahead

OPTIONS
OPTIONS: Option expiries for today Aug10 NY cut 1000ET (Source DTCC)
*EUR/USD: $1.1550(E645mn), $1.1615(E530mn), $1.1650(E386mn), $1.1700(E517mn),
$1.1725(E445mn), $1.1750(E317mn), $1.1850(E564mn)
*USD/JPY: Y110.00($677mn), Y111.00($855mn)
*GBP/USD: $1.2770-75(Gbp410mn), $1.3200(Gbp256mn)
*EUR/GBP: Gbp0.8850-70(E1.39bn), Gbp0.9050(E612mn)
*AUD/USD: $0.7606-15(A$507mn), $0.8000(A$500mn)
*NZD/USD: $0.7300-05(NZ$506mn), $0.7400(NZ$235mn)
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Large option upcoming expiries
*EUR/USD: Aug11 $1.1700(E1.1bn), $1.1750-65(E2.28bn); Aug14 $1.1750(E1.11bn);
Aug16 $1.1600(E1.25bn);
Aug17 $1.1795-1.1800(E2.0bn), $1.1850-55(E1.01bn), $1.1875(E1.22bn)
*USD/JPY: Aug11 Y109.00($1.4bn), Y111.00($1.51bn)
*EUR/GBP: Aug11 Gbp0.9000(E846mn)
*AUD/USD: Aug16 $0.7825-30(A$2.05bn): *USD/CAD: Aug11 C$1.2725-45($1.18bn)
MNI London Bureau | +44 203-586-2231 | john.webb@marketnews.com