EURIBOR OPTIONS: Downside structure
Aug-12 11:02
0RU2 98.25/98.12ps vs 98.62/98.75cs, bought the ps for 0.25 in 15k
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US MBA: REFIS +2% SA; PURCH INDEX -4% SA THRU JULY 8 WK
Jul-13 11:00
- US MBA: REFIS +2% SA; PURCH INDEX -4% SA THRU JULY 8 WK
- US MBA: UNADJ PURCHASE INDEX -18% VS YEAR-EARLIER LEVEL
- US MBA: 30-YR CONFORMING MORTGAGE RATE REMAINED AT 5.74%
MNI: US MBA: MARKET COMPOSITE -1.7% SA THRU JUL 08 WK
Jul-13 11:00
- MNI: US MBA: MARKET COMPOSITE -1.7% SA THRU JUL 08 WK
LIBOR: US FIX - 13/07/22
Jul-13 10:58
- O/N 1.56129 -0.007
- 1M 1.99914 0.02771
- 3M 2.51200 0.029
- 6M 3.06100 -0.00343
- 12M 3.73414 0.04743
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