EUR-GBPEUR-USDEUR-JPY
29 Jul 10
FX TRADING STRATEGY PRICES
TermATMF BidATMF OfferRR Mid 25 ΔStrangle Mid 25 Δ
01W 8.65 9.40 0.15 0.275
01M 8.95 9.25 0.25 0.30
02M 9.30 9.60 0.35 0.35
03M 9.70 10.00 0.50 0.3875
06M 10.35 10.65 0.70 0.4125
01Y 10.75 11.05 0.775 0.4375
02Y 11.10 11.40 0.60 0.40
Very ActiveBig Movers UpBig Movers Down
29 Jul 10
CDS TRADING PREVIOUS DAY
InstitutionCurrencyLast Price% Change
iTraxx EUR Sub Fin S13 EUR 181 0
Russia USD 164 0
LCDX.NA.14.V1 USD 96.625 0
Energy Transfer Partners USD 189 -5.45
Gazprom USD 245 0
iTraxx EUR S13 EUR 104.5 0