EURIBOR OPTIONS: ERM6 Wing Buyer

Dec-05 16:33

You are missing out on very valuable content.

ERM6 98.50/98.75/99.00 call fly, bought the wings for 0.5 in 20k...

Historical bullets

FED: US TSY 17W BILL AUCTION: HIGH 3.770%(ALLOT 57.18%)

Nov-05 16:32
  • US TSY 17W BILL AUCTION: HIGH 3.770%(ALLOT 57.18%)
  • US TSY 17W BILL AUCTION: DEALERS TAKE 29.51% OF COMPETITIVES
  • US TSY 17W BILL AUCTION: DIRECTS TAKE 5.32% OF COMPETITIVES
  • US TSY 17W BILL AUCTION: INDIRECTS TAKE 65.16% OF COMPETITIVES
  • US TSY 17W BILL AUCTION: BID/CVR 3.36

FED: US TSY 17W AUCTION: NON-COMP BIDS $424 MLN FROM $69.000 BLN TOTAL

Nov-05 16:15
  • US TSY 17W AUCTION: NON-COMP BIDS $424 MLN FROM $69.000 BLN TOTAL

US TSYS: Extending Lows

Nov-05 16:14
  • Treasuries are extending lows at the moment - tracking German Bunds with no obvious headline of Block driver, and unlikely comment from Fed Miran that: "DATA SUGGEST RATES CAN BE A LITTLE LOWER THAN THEY ARE" while "KEEPING POLICY THAT RESTRICTIVE RUNS UNNECESSARY RISKS," Bbg.
  • Currently, Dec'25 10Y contract trades -15 to 112-10 low, 10Y yield at 4.1532% (+.0681). A continuation lower would open 112-06, the Sep 25 low and the next key support.