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US EURODLR OPTIONS

Decent Midcurve Put Fly Buying

EQUITIES

EU Bank spread

ECB

Net Purchases Slip To 5-Week Low

Rate recovers from the session's......>

DOLLAR-CANADA
DOLLAR-CANADA: Rate recovers from the session's worst levels as crude dips back
toward unchanged on a larger than expected build in crude oil inventories
(5.78mln vs. Exp. 1.63mln). A break above C$1.31 in USD/CAD would open up a move
toward the earlier highs of C$1.3159 before the 1.0% 10-dma envelope level at
C$1.3241.