STIR FUTURES: BLOCKs: Sep'25 SOFR Buy
Aug-22 14:22
* After several Blocks of Oct'25 Fed Fund block buys (95.865-95.87) substantial Sep'25 SOFR bought...
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SONIA: SFIZ5 Package Trades
Jul-23 14:04
SFIZ5 96.60/96.85/97.10 call fly vs. SFIZ5 96.05 puts paper buys the puts back vs. selling the calls fly package trades for 1.00 & 1.25 on 10K.
MNI: US NAR: JUN EXISTING HOME SALES 3.93M SAAR
Jul-23 14:00
- MNI: US NAR: JUN EXISTING HOME SALES 3.93M SAAR
US TSYS/SUPPLY: Preview 20Y Bond Auction Re-Open
Jul-23 13:50
Tsy futures remain weaker/near session lows (TYU5 at 111-04.5, -8.5) ahead of the $13B 20Y bond auction re-open (912810UL0) at 1300ET, WI is currently at 4.931%, 1.1bp rich to last month's (small) tail. Today's results will be available shortly after the competitive auctions closes at 1300ET.
- June auction recap: Treasury futures showed little reaction (TYU5 110-20.5, +1) after the $13B 20Y Bond auction re-open (912810UL0) drew a high yield of 4.942% vs 4.940% when-issued yield; 2.68x bid-to-cover vs. 2.46x prior.
- Peripheral stats: indirect take-up retreated to 66.74% vs. 69.02% prior; direct bidder take-up 19.88% from 14.07% prior; primary dealer take-up of 13.37% vs. 16.91% prior.
