OPTIONS: Expiries for Oct02 NY cut 1000ET (Source DTCC)
Oct-01 15:59
* EUR/USD: $1.1375-90(E3.8bln), $1.1450(E1.6bln) * GBP/USD: $1.3230-50(Gbp1.1bln) * USD/JPY: Y157.00...
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OPTIONS: Larger FX Option Pipeline
Sep-01 15:53
- EUR/USD: Sep03 $1.1600-25(E2.9bln); Sep04 $1.1500(E1.4bln), $1.1600(E1.9bln), $1.1645-50(E1.1bln), $1.1680-00(E2.7bln)
- USD/JPY: Sep03 Y159.00($1.3bln), Y160.00($1.4bln); Sep04 Y160.00($2.4bln), Y161.00($2.9bln)
- EUR/GBP: Sep03 Gbp0.8575-90(E1.3bln)
- AUD/USD: Sep04 $0.7000(A$1.2bln), $0.7100(A$1.0bln), $0.7200(A$1.2bln)
- USD/CAD: Sep04 C$1.3990-00($1.4bln)
SOFR OPTIONS: Late Morning SOFR Put Buying, Lone Vol Sale
Sep-01 15:34
Underlying futures hold mildly lower - inside session range, put buyers largely book building ahead of Friday's Aug employment data.
- +30,000 OQH7 96.00/96.37/96.75 put flys vs SFRH7 95.62 put, 3.5 net package
- +2,500 SFRH7 95.37/95.62 put spds 0.5 over 96.00/96.25 call spds
- +5,000 SFRU6 96.25/96.31 call spds, cab vs. 96.10/0.05%
- +20,000 OQH7 95.00/95.37/95.75 put flys, 6.75 ref 95.78
- -5,000 SFRZ6 96.12 straddles, 7.5 ref 96.125
FED: US TSY 52W BILL AUCTION: HIGH 3.980%(ALLOT 34.18%)
Sep-01 15:32
- US TSY 52W BILL AUCTION: HIGH 3.980%(ALLOT 34.18%)
- US TSY 52W BILL AUCTION: DEALERS TAKE 21.44% OF COMPETITIVES
- US TSY 52W BILL AUCTION: DIRECTS TAKE 3.31% OF COMPETITIVES
- US TSY 52W BILL AUCTION: INDIRECTS TAKE 75.25% OF COMPETITIVES
- US TSY 52W AUCTION: BID/CVR 3.61
