EUR-GBPEUR-USDEUR-JPY
03 Feb 12
FX TRADING STRATEGY PRICES
TermATMF BidATMF OfferRR Mid 25 ΔStrangle Mid 25 Δ
01W 6.50 8.70 -0.30 0.20
01M 7.50 7.95 -0.50 0.225
02M 8.00 8.45 -0.65 0.3125
03M 8.05 8.50 -0.80 0.3625
06M 8.75 9.20 -1.00 0.4375
01Y 9.50 9.95 -1.25 0.525
02Y 9.95 10.45 -1.30 0.5875
Very ActiveBig Movers UpBig Movers Down
03 Feb 12
CDS TRADING PREVIOUS DAY
InstitutionCurrencyLast Price% Change
Kazakhstan USD 260 0
iTraxx EUR S16 EUR 127 0
Enel SPA EUR 290 1.89
iTraxx EUR Sr Fin S16 EUR 193 0
iTraxx EUR Crossover S16 EUR 548 0
Mizuho Corporate Bank USD 158 0