HUNGARY: Bubor Rates
Jul-27 09:00
| Bubor rate (%) | (1D change) | |
| O/N | 10.21 | (91 bps) |
| 1M | 10.9 | (51 bps) |
| 3M | 11.91 | (34 bps) |
| 6M | 12.51 | (31 bps) |
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SONIA: Put spread strip
Jun-27 08:53
SFIU2 97.50/97.40ps with 97.45/97.35ps strip, sold both, down to 6 in 8k (ref 97.62)
OPTIONS: Expiries for Jun27 NY cut 1000ET (Source DTCC)
Jun-27 08:53
- EUR/USD: $1.0445-55(E1.5bln)
- USD/JPY: Y135.00($603mln), Y137.00($550mln)
- USD/CAD: C$1.2920($835mln)
CROSS ASSET: MONTH END EXTENSIONS
Jun-27 08:44
MONTH END EXTENSION: Still only projected for Bloomberg. They normally update on the 27th or the 28th (will update).
Bloomberg Bonds:
- US Tsys: +0.07yr (small)
- EU Govies: +0.07yr (small)
- UK Govies: -0.02yr (non event)
MS Bonds:
- US Tsys: +0.07yr (small)
- EU Govies: +0.05yr (small)
- UK Govies: -0.02yr (non event)
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