October 16 , 2003

UK vs EURO quote
Euribor vs Short Sterling Jun4 Euribor / Short Sterling trades 2.10, near the multiyear high. We were stopped out of long 10 June Short Sterling / short 7 June Euribor at 1.80, with a stop loss at 1.85. Short Sterling is a 500,000 Sterling x 1.57 = $785,000; Euribor is a 1,000,000 Euro x 1.12 = $1,120,000 contract
UK2yr/Euro2yr trades at 1.73 spread with UK2yr yields 4.38 and EURO 2yr Yield of 2.63
Euribor Red vs Sterling Red Dec4 Euribor / Dec4 Short Sterling trades 1.92
Euribor & Sterling 1yr Calendars Dec3/Dec4 Euribor trades .89 Dec3/Dec4 Short Sterling trades 1.02
UK10yr/Euro10yr trades at .65 bp's yield spread . with 10yr Gilts at 4.90 and Bund 10yr at 4.31 Gilt / Bund Futures

Euro$ Curve See EuroBondOnline / US,TY,FV & E0 Options See BondVolOnline /
Eurex & Euribor see EurexVolonline / FX see FXVolonline / SP, Nadaq,Dow,Stoxx Index Spreads see SPVolonline quotes / EDSS1/ EDSS5/ EDSS9/ EDSS1YR/ Cash UK2YR vs US2yr / Quote