EU BASIC INDUSTRIES: DSM-Firmenich: 1H26

Jul-30 08:19

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Slight positive. Sales growth and margins beat expectations. * Q2 Sales (from continuing operations...

Historical bullets

SOFR: 1yr Calendar spreads are testing some record lows

Jun-30 08:16

SOFR 1y Calendar Spread are testing some records lows:

  • SFRH7/H8: -26. -26 is a June double bottom, lowest since March.
  • SFRM7/M8: -25.5. -26 is a June double bottom and record low.
  • SFRU7/U8: -20.5. -21 is the record low.
  • SFRZ7/Z8: -14. -14 is the record low.
  • SFRH8/H9: -7.5. June 17th low at -8.5 was the record low.

US TSY OPTIONS: TYQ6 110/109 Put Spread Sold

Jun-30 08:12

TYQ6 110/109 put spread 6K given at 0-15

BOJ: Takaichi Appointee Unsurprisingly Sees Positives and Negatives to Weak JPY

Jun-30 08:11

Sato one of Takaichi's appointees and among newest dovish members of the BoJ board - we wouldn't expect a BoJ member to comment on FX levels specifically - so nothing too surprising in her comments here:

  • "FIRMS MORE ACTIVELY RAISING WAGES, PRICES SO IMPACT OF WEAK YEN ON INFLATION MAY BE BIGGER THAN IN PAST"
  • "WON'T COMMENT ON SPECIFIC FX LEVELS, SHORT-TERM, VOLATILE FX MOVES UNDESIRABLE" - Reuters