OPTIONS: Expiries for Mar27 NY cut 1000ET (Source DTCC)
Mar-27 10:04
- EUR/USD: $1.0750(E1.5bln), $1.0770-90(E719mln), $1.0800(E2.0bln), $1.0820-25(E1.4bln), $1.0850-65(E1.9bln)
- USD/JPY: Y150.00($684mln), Y155.00($902mln)
- GBP/USD: $1.2900(Gbp812mln)
- AUD/USD: $0.6220(A$717mln), $0.6450(A$771mln)
- USD/CNY: Cny7.2850($671mln)
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AUD: AUDSEK targets the 2024 low
Feb-25 10:02
- The Risk Off tone is keeping the lid on the AUD, although the Kiwi is still the worst performer within G10s against the Dollar.
- Nonetheless, the Aussie is seeing further selling interest and is testing broader lows, against the EUR, USD, JPY, and it is worth keeping an eye on the AUDSEK which now targets the 6.7084 level, this was the February 2024 low and also its lowest print since February 2022.
(Chart source: MNI/Bloomberg).
EGB SYNDICATION: Spain long 15-year Obli: Spread set
Feb-25 09:58
- Spread set at 3.90% Jul-39 Obli (mid) + 9bps (Guidance was +11bps area)
- Size: EUR benchmark (MNI expects E5-10bln)
- Boos in excess of E89bln (incl. E7.5bln JLM interest)
- Maturity: 31 January 2041
- Coupon: Short first to 31 January 2026
- Settlement: 4 March-2025 (T+5)
- ISIN: ES0000012O75
- Bookrunners: BARCLAYS / CACIB (B&D/DM) / GSBE SE / HSBC / NOMURA / SG
- Timing: Books to close at 10:30GMT / 11:30CET
From market source
STIR: SOFR Futures Flies Trading
Feb-25 09:54
SOFR flies trading over the last hour or so:
- SFRM5/U5/Z5 fly paper paid -6.0 on ~2.1K.
- SFRU5/H6/U6 fly ~8.3K given at -14.5.
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May-09 09:49
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