30,000 TYF6 112.75/113.5 call spds, 9 net vs. 112-07 to -07.5 (potential roll-down w/ 113.5 call open interest at 378,066 coming into the session vs. 8,040 112.75 call OI).
8,000 wk2 TY/TYF6 112 put spds earlier
PIPELINE: Corporate Bonds - Updated Guidance
Dec-08 17:14
Date $MM Issuer (Priced *, Launch #)
12/08 $750M Level 3 Financing 10NC5
12/08 $Benchmark Guardian Life 5Y +65
12/08 $Benchmark BNP Paribas PerpNC8 6.875%
12/08 $Benchmark CNO Global Funding 5Y +98
12/08 $Benchmark Equitable America Global Funding 3Y +70
12/08 $1.25B Asurion 7NC3 investor calls, pricing later in week
LOOK AHEAD: Tuesday Data Calendar: ADP Weekly, Redbook, JOLTS for Sep/Oct
Dec-08 17:11
US Data/Speaker Calendar (prior, estimate). All times ET
12/09 0600 NFIB Small Business Optimism
12/09 0815 ADP NER Pulse weekly employ data
12/09 0855 Redbook Retail Sales
12/09 1000 JOLTS jobs data for Sep & Oct
12/09 1000 KC Fed LMCI
12/09 1130 US Tsy $75B 6W bill auction
12/09 1300 US Tsy $39B 10Y Note re-open (91282CPJ4)