STIR: Danske Bank Recommend Buying Oct-25 Euribor
Jun-04 14:20
Danske Bank "see a strong case for positioning towards a swifter pace of [ECB] policy easing", and r...
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EUR: More FX Exchange traded Options
May-05 14:20
- EURUSD (9th May) 1.1400p, sold at 0.0079 and 0.0071 in ~2k Total.
- EURUSD (6th June) 1.1350p, bought for 0.012 in 2.4k.
OPTIONS: Expiries for May06 NY cut 1000ET (Source DTCC)
May-05 14:20
- EUR/USD: $1.1275(E508mln), $1.1325(E717mln), $1.1400(E632mln), $1.1500-10(E2.2bln)
- GBP/USD: $1.2980-90(Gbp545mln)
- USD/JPY: Y142.00($1.1bln), Y144.50-55($638mln), Y146.00($1.9bln)
- EUR/GBP: Gbp0.8500-05(E535mln)
- AUD/USD: $0.6300(A$813mln), $0.6500(A$702mln)
- USD/CAD: C$1.3815-30($874mln)
- USD/CNY: Cny7.3000($1.5bln)
STIR: SOFR Option Update: Leaning Bearish
May-05 14:16
Short end underlying rates trading at/near post ISM services data lows, projected rate cut pricing steady to mildly lower vs. morning levels (*) as follows: May'25 steady at -0.5bp, Jun'25 at -8.2bp (-8.4bp), Jul'25 at -23.8bp (-25.5bp), Sep'25 -43.8bp (-46.9bp).
- -10,000 SFRU5 96.43/96.62 call spds, 3.25
- +4,000 SFRU5 95.75/95.87 2x1 put spds, 0.5 ref 96.14
- 2,000 SFRH6 97.18/98.25 call spds vs. 0QH6 97.25/98.25 call spds, 2.5 net/0QH6 over
- +2,500 SFRH6 97.50/98.00 call spds, 7.5 ref 96.67
- +5,000 SFRN5 95.75/95.87 put spds 2.0 vs. 96.195/0.05%
- +4,000 0QM5/0QU5 97.00/97.50/98.00 call fly spd, 0.5 net
