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Bull Put Spread

HUNGARY

'Dovish' NBH Hike Weighs on HUF

SOUTH AFRICA

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Sterling Edging Lower Through European Open

US SWAPS
US SWAPS: Spds are modestly tighter by the bell, well off early session wides.
Playing the range? After better rate and spd receiving in front end from specs
earlier, starting to see some unwinds over last hour. Midday flow includes payer
in 2s from 2.6775-2.6762%, receivers in 3s-4s, two-way in 5s w/better payers on
net at 2.627%, small payer 7s at 2.6730%. Latest spd levels:
Time (ET)   2Y Swap/Mid   5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Mon 3:00    -0.69/14.00   -0.12/8.56     -0.44/2.38    -0.38/-19.12
1:45        -0.44/14.25   -0.12/8.56     -0.62/2.19    -0.50/-19.25
11:30       +0.00/14.69   +0.00/8.69     -0.19/2.62    -0.44/-19.19
9:30        +0.25/14.94   +0.38/9.06     +0.19/3.00    +0.06/-18.69
Mon Open    +0.56/15.25   +0.62/9.31     +0.38/3.19    +0.06/-18.69
Fri 3:00    -0.56/14.25   -0.62/8.62     +0.19/2.88    +1.06/-18.94
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com