EURIBOR OPTIONS: Large call fly
Apr-27 13:17
0RZ2 98.75/99.00/99.25c fly, bought for 2.75 in 20k
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EGB OPTIONS: June Bun Call Spread Buyer
Mar-28 13:07
RXM2 162/164 call spread bought for 33.5/34 in 5k
BONDS: MNI Europe Pi (Positioning Indicator): Gilt Shorts Grow
Mar-28 13:04
Our latest MNI Europe Pi (Positioning Indicator) has just been published on our website and emailed to subscribers:
- Rising volatility in European FI markets has come alongside subtle shifts in futures positioning.
- While German contracts are mostly moving away from "short" territory, Gilt shorts are growing.
- Open interest has mostly risen since our last update on Mar 14 (Buxl excepted).
FRANCE T-BILL AUCTION RESULTS: 12/21/35/51-week BTFs
Mar-28 12:58
| Type | 12-week BTF | 21-week BTF | 35-week BTF | 51-week BTF |
| Maturity | Jun 22, 2022 | Aug 24, 2022 | Nov 30, 2022 | Mar 22, 2023 |
| Amount | E2.896bln | E1.199bln | E400mln | E1.298bln |
| Target | E2.5-2.9bln | E0.8-1.2bln | E0-0.4bln | E0.9-1.3bln |
| Previous | E1bln | E399mln | E499mln | E1.396bln |
| Avg yield | -0.650% | -0.616% | -0.578% | -0.472% |
| Previous | -0.630% | -0.667% | -0.605% | -0.561% |
| Bid-to-cover | 2.27x | 3.47x | 3.81x | 2.9x |
| Previous | 2.19x | 4.58x | 6.46x | 3.31x |
| Previous date | Feb 22, 2022 | Mar 21, 2022 | Mar 01, 2021 | Mar 21, 2022 |
