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 /
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