OPTIONS: Busy In Sonia Flows After Above-Expected UK CPI
May-21 16:52
Wednesday's Europe rates/bond options flow included:
- OEM5 118.00p, bought for 3.5 in 3k.
- ERU5 98.375/98.50/98.625/98.75 call condor 4K given at 1.0
- ERZ5 98.375/98.625 call spread paper paid 5 on 5K
- SFIM5 95.95/95.90/95.85/95.80 put condor 10K given at 2
- SFIU5 96.00/96.20cs 1x2, bought for 2.75 in 10k
- SFIZ5 95.50/96.00/96.50c fly vs 97.00/96.50ps 1x2, sold the fly at -15 in 18.5k
- SFIZ5 96.30/96.55/96.80 call fly, bought for 3.75 in 18k
- SFIZ5 96.15/96.00/95.80 broken put fly paper paid 1.5 on 5K
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LOOK AHEAD: Tuesday Data Calendar: Fed Speakers, Richmond Fed Data, 2Y Note Sale
Apr-21 16:34
- US Data/Speaker Calendar (prior, estimate)
- 22-Apr 0830 Philadelphia Fed Non-Mfg Activity (-32.5, --)
- 22-Apr 0900 Fed Gov Jefferson, Economic Mobility Summit
- 22-Apr 0930 Philly Fed Harker, Economic Mobility Summit
- 22-Apr 1000 Richmond Fed Mfg Index (-4, -6)
- 22-Apr 1000 Richmond Fed Business Conditions (-14, --)
- 22-Apr 1130 US Tsy $70B 6W bill auction
- 22-Apr 1300 US Tsy $69B 2Y Note auction (91282CMY4)
- 22-Apr 1340 MN Fed Kashkari Speaks moderated discussion
- 22-Apr 1430 Richmond Fed Barkin fireside chat (no text, Q&A)
- 22-Apr 1800 Fed Gov Kugler on Mon/Pol Transmission (text, Q&A)
US TSY FUTURES: BLCK: Jun'25 5Y Buy
Apr-21 16:01
- +6,500 FVM5 108-16.25, buy through 108-15.75 post time offer at 1148:59ET, DV01 $267,000. The 5Y contract trades 108-15.75 last (+2.5)
PIPELINE: Corporate Bond Update: $5B Amex 4Pt Launched
Apr-21 15:57
Amex dropped the 6NC5 SOFR leg:
- Date $MM Issuer (Priced *, Launch #)
- 04/21 $5B #American Express $1.6B 4NC3 +98, $400M 4NC3 SOFR+126, $1.5B 6NC5 +108, $1.5B 11NC10 +128
- 04/21 $700M Excelerate Energy 5NC2
- 04/21 $2B QXO Inc. 7NC3 investor calls
