GBPUSD TECHS: Bearish Threat

Sep-04 17:30

* RES 4: 1.3681 High Jul 4 * RES 3: 1.3636 76.4% retracement of the Jul 1 - Aug1 downleg * RES 2: 1....

Historical bullets

SOFR OPTIONS: Large Dec'25 SOFR Put Condor Spread & Midcurve Call Spread

Aug-05 17:24
  • +20,000 SFRZ5 96.25/96.37/96.50/96.62 put condors vs. 95.75/95.87/96.00/96.12 put condor, .25 net
  • -8,000 0QZ5 97.25/97.50 call spds, 5.62 ref 96.95

US TSYS/SUPPLY: Review 3Y Note Auction: Another Small Tail

Aug-05 17:03
  • Treasury futures remain weaker, little react after $58B 3Y note auction (91282CNU1) tails yet again: drawing 3.669% high yield vs. 3.662% WI; 2.53x bid-to-cover vs. 2.51x prior.
  • Peripheral stats see indirect take-up slips to 53.99% vs. 54.11% prior; direct bidder take-up 28.13% from 29.38% prior; primary dealer take-up rises to 17.88% vs. 16.51% prior.
  • The next 3Y auction is tentatively scheduled for September 9.

FED: US TSY 3Y NOTE AUCTION: HIGH YLD 3.669%; ALLOTMENT 72.30%

Aug-05 17:02
  • US TSY 3Y NOTE AUCTION: HIGH YLD 3.669%; ALLOTMENT 72.30%
  • US TSY 3Y NOTE AUCTION: DEALERS TAKE 17.88% OF COMPETITIVES
  • US TSY 3Y NOTE AUCTION: DIRECTS TAKE 28.13% OF COMPETITIVES
  • US TSY 3Y NOTE AUCTION: INDIRECTS TAKE 53.99% OF COMPETITIVES
  • US TSY 3Y AUCTION: BID/CVR 2.53