| EUR-GBP | EUR-USD | EUR-JPY |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 8.50 | 10.00 | 0.825 | 0.10 |
| 01M | 8.20 | 8.60 | 1.05 | 0.20 |
| 02M | 8.35 | 8.65 | 1.05 | 0.20 |
| 03M | 8.40 | 8.80 | 1.05 | 0.25 |
| 06M | 8.50 | 8.70 | 1.05 | 0.275 |
| 01Y | 8.60 | 8.90 | 1.05 | 0.35 |
| 02Y | 8.65 | 8.85 | 1.05 | 0.15 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 12.20 | 13.20 | -1.20 | 0.30 |
| 01M | 11.50 | 11.90 | -0.75 | 0.225 |
| 02M | 11.35 | 11.65 | -0.725 | 0.25 |
| 03M | 11.15 | 11.45 | -0.70 | 0.3125 |
| 06M | 10.80 | 11.00 | -0.65 | 0.40 |
| 01Y | 10.65 | 10.95 | -0.625 | 0.4125 |
| 02Y | 10.35 | 10.55 | -0.625 | 0.40 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 16.85 | 19.15 | -2.50 | 0.25 |
| 01M | 14.50 | 15.30 | -3.65 | 0.25 |
| 02M | 13.80 | 14.40 | -3.85 | 0.25 |
| 03M | 13.20 | 13.90 | -4.025 | 0.30 |
| 06M | 12.45 | 12.95 | -4.35 | 0.30 |
| 01Y | 11.75 | 12.35 | -4.75 | 0.35 |
| 02Y | 11.60 | 12.20 | -4.925 | 0.30 |
| Very Active | Big Movers Up | Big Movers Down |
| Institution | Currency | Last Price | % Change |
|---|---|---|---|
| Russia | USD | 166.0 | 3.75 |
| DJ iTraxx ASIA HY9 06/13 | USD | 576.0 | 1.31 |
| Credit Saison Co Ltd | JPY | 117.5 | -4.49 |
| Philippines | USD | 250.0 | 5.04 |
| DJ iTraxx ASIA IG9 06/13 | USD | 172.0 | 0.58 |
| iTraxx EUR HV S9 | EUR | 210.0 | 7.46 |
| Institution | Currency | Last Price | % Change |
|---|---|---|---|
| Shimizu Corp | JPY | 50.0 | 23.33 |
| HSBC Bank Plc Sub | EUR | 100.0 | 13.48 |
| HSBC Bank Plc | EUR | 67.0 | 16.79 |
| AIG | USD | 445.0 | 17.37 |
| Hess Corp | USD | 63.0 | 24.06 |
| ANA | JPY | 80.0 | 17.65 |
| Institution | Currency | Last Price | % Change |
|---|---|---|---|
| FKI Plc | EUR | 600.0 | -23.98 |
| Sprint Nextel Corp | USD | 319.0 | -12.84 |
| Investor AB | EUR | 115.0 | -2.13 |
| Colt Telecom Group | EUR | 275.0 | -2.3 |
| Exelon Generation Co LLC | USD | 137.0 | -3.21 |
| State Bank of India | USD | 250.0 | -1.94 |