EQUITIES: EU Bank stock Option

Jul-06 13:19
  • Large Bank stock Option, longer dated, suggest a buyer
  • SX7E 16/06/23 80/105cs 1x2, trades 5.05 in 20k x 40k.
  • Looks like it has traded for 30kx60k total

Historical bullets

EUR: EURCAD is through another intraday low

Jun-06 13:09
  • A new low for EURCAD, and further downside traction will expose the April/May double bottom at 1.33906, also the lowest print since May 2015.

Chart source: MNI/Bloomberg

US TSY OPTIONS: BLOCK, 10Y Put Ratio Spd, Screen Trade

Jun-06 13:08
  • Block, -5,000 TYN 118/119 3x2 put spds, 28 net/2-legs over at 0903/32ET
  • 11,000 TYN 118/119 put spds traded on screen at 34 a few minutes prior

STIR: Effective Fed Funds Rate

Jun-06 13:03

FRBNY EFFR for prior session:

  • Daily Effective Fed Funds Rate: 0.83% volume: $85B
  • Daily Overnight Bank Funding Rate: 0.82% volume: $252B