STIR: Effective Fed Funds Rate
Sep-12 13:03
* FRBNY EFFR for prior session: * Daily Effective Fed Funds Rate: 4.33% (+0.00), volume: $117B *...
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SOFR OPTIONS: More Call Fly buyer
Aug-13 13:02
SFRU5 96.00/96.12/96.25c fly, trades again for 1, bought for 0.75 and 1 in 15k Total.
SOFR OPTIONS: SFR Morning Option Trades
Aug-13 12:57
- SFRU5 95.81/95.75/95.68p fly, traded half in 3k.
- SFRU5 95.93/96.00/96.12c fly 2x3x1, traded 2.25 in 2.5k.
- SFRU5 96.00/96.12/96.25c fly, traded 0.75 in 5k and 1 vs futures in 5k.
- SFRU5 96.00/95.75ps, traded 8 in 5k.
- SFRU5 96.00p, traded 8.5 in 5k.
- SFRU5 96.06/96.12cs traded 1 in 8k total.
- SFRU5 96.12/96.25cs, traded 1.5 in 13k.
- SFRV5 96.37/96.50cs, traded 3 in 2k.
- SFRZ5 95.75/95.68cs, traded 0.25 in 12k.
- SFRH6 96.25p, traded 10.5 in 2k.
BONDS: BTP/Bund spread is set to test the April 2010 low
Aug-13 12:50
- With the BTP still outperforming in Futures, combined with some Risk On Tone, the US Emini keeps printing all time record high, and Europe performs fairly well, Estoxx (VGU5) challenges 5400.00, next resistance comes at 5449.00 for the Index.
- The BTP/Bund spread is now set for a test down to the April 2010 low situated at ~75.4bps, and a clear through that area will highlight 70bps next, but more importantly, the next big support resides at 65.37bps, the 2009 low.
