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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

FOREX

EURUSD exchange traded option

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US MBA: REFIS +6% SA; PURCH INDEX +2% SA THRU JUN 11 WK  

US MBA: UNADJ PURCHASE INDEX +11% VS YEAR-EARLIER LEVEL

US MBA: 30-YR CONFORMING MORTGAGE RATE 3.11% VS 3.15% PREV