EGB OPTIONS: DUU5 107.00/107.20/107.40 Call Fly Lifted
Jul-23 12:09
DUU5 107.00/107.20/107.40 call fly paper paid 5.5 on 4K.
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EQUITIES: Estoxx Ratio Put Spread
Jun-23 12:08
SX5E (19th Dec) 5200/4400ps 1x1.5, bought for 135.5 in 15k (15k x 22.5k).
STIR: Repo Reference Rates
Jun-23 12:07
- Secured Overnight Financing Rate (SOFR): 4.29% (+0.01), volume: $2.700T
- Broad General Collateral Rate (BGCR): 4.27% (+0.00), volume: $1.083T
- Tri-Party General Collateral Rate (TCR): 4.27% (+0.00), volume: $1.060T
- (rate, volume levels reflect prior session)
US TSY FUTURES: Revisiting Early Overnight Highs
Jun-23 12:04
- Treasury futures bounce off lower narrow range in the last couple minutes - poised to extend highs into the open as US desks re-populate - no particular headline driver, markets waiting for a Iranian response to US bombing 3 nuclear facilities.
- The Sep'25 10Y contract trades 111-03.5 (+4) vs. 111-04 high, 10Y ylds4.3594% low (-0.0158), moderate volumes (TYU5 380k).
- Treasury futures continue to trade below a key resistance at 111-14+, a Fibonacci retracement and the Jun 5 high. A clear break of this hurdle is required to highlight a stronger reversal. This would open 111-30, a Fibonacci retracement.
