EQUITIES: EU Bank stock option

Apr-01 10:19

SX7E 17th June 100/110cs, bought for 1.25 in 12k vs CAM2 1,920 at 88.60

Historical bullets

EQUITIES: EU Bank stock option

Mar-02 10:13

SX7E 70 put, 16th Dec, bought for 5.30 in 11k

GILT AUCTION RESULTS: 0.25% Jan-25 Gilt

Mar-02 10:09

Wide tail - as we noted was a risk in our preview.

0.25% Jan-25 Gilt Previous
Amount GBP3.25bln GBP3.00bln
Avg yield 0.952% 0.690%
Bid-to-cover 1.91x 1.96x
Tail 2.5bp 0.8bp
Avg price 97.986 98.592
Pre-auction mid 98.020 98.579

CROSS ASSET: Limited impact from the EU inflation beat

Mar-02 10:06
  • A beat for the EU inflation, but limited impact in cross assets.
  • Bund is on the margin offered, but has traded in 30/40 ticks swings so far this morning.
  • EURUSD is doing very little.
  • Markets await on Powell, and all eyes remain on Russia near term