EGB OPTIONS: Bund call spread
Aug-21 2024 10:24
RXV4 136/137cs, bought for 16 in 1k.
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LOOK AHEAD: Monday-Tuesday Data Calendar: Regional Fed Data, Existing Home Sales
Jul-22 2024 10:19
- US Data/Speaker Calendar (prior, estimate)
- Jul-22 0830 Chicago Fed Nat Activity Index (0.18, -0.09)
- Jul-22 1130 US Tsy $76B 13W, $70B 26W Bill auctions
- --
- Jul-23 0830 Philly Fed Non-Mfg Activity (2.9, --)
- Jul-23 1000 Richmond Fed Mfg Index (-10, -7)
- Jul-23 1000 Richmond Fed Business Conditions (-11, --)
- Jul-23 1000 Existing Home Sales (4.11M, 3.99M)
- Jul-23 1000 Existing Home Sales MoM (-0.7%, -3.0%)
- Jul-23 1130 US Tsy $70B 42D CMB Auction
- Jul-23 1300 US Tsy $69B 2Y Note auction (91282CLB5)
BELGIUM AUCTION RESULTS: 10/30-year OLOs
Jul-22 2024 10:07
| 2.85% Oct-34 OLO | 3.50% Jun-55 OLO | |
| ISIN | BE0000360694 | BE0000361700 |
| Amount | E1.446bln | E1.056bln |
| Previous | E1.351bln | E1.005bln |
| Avg yield | 3.001% | 3.562% |
| Previous | 3.059% | 3.541% |
| Bid-to-cover | 1.67x | 1.65x |
| Previous | 1.42x | 1.56x |
| Avg Price | 98.679 | 98.846 |
| Low Price | 98.650 | 98.820 |
| Pre-auction mid | 98.473 | 98.479 |
| Prev avg price | 98.165 | 99.234 |
| Prev low price | 98.110 | 99.200 |
| Prev mid-price | 97.987 | 98.871 |
| Previous date | 17-Jun-24 | 27-May-24 |
STIR: SOFR FIX - 22/07/24
Jul-22 2024 10:02
| SOFR FIX - Source BBG/CME | |
| 1M | 5.34950 |
| 3M | 5.28336 |
| 6M | 5.13923 |
| 12M | 4.82145 |
