OPTIONS: Expiries for Oct06 NY cut 1000ET (Source DTCC)
Oct-03 14:41
- EUR/USD: $1.1675-80(E1.4bln), $1.1700(E1.2bln), $1.1750(E926mln), $1.1800(E943mln)
- USD/JPY: Y146.00($1.3bln), Y147.00($2.6bln), Y147.70-80($877mln), Y147.95-00($756mln)
- AUD/USD: $0.6568-70(A$1.3bln), $0.6700(A$1.1bln)
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UK DMO UPDATE: Calendar Update
Sep-03 14:35
The DMO has announced it will be looking to sell GBP4bln of the 4.00% Oct-31 Gilt (ISIN: GB00BPSNBF73) at its auction next Wednesday, September 10.
Following today's announcement that the UK Autumn Budget will be held on Wednesday 26 November, the DMO has additionally announced changes to their FQ3 calendar:
- "The programmatic tender of an index-linked gilt, previously scheduled for Tuesday 11 November 2025, is being moved to Thursday 20 November 2025.
- The auction of 4 3/4% Treasury Gilt 2035, previously scheduled for Wednesday 12 November 2025, is being moved to Wednesday 19 November 2025.
- The auction of the new conventional gilt maturing on 7 March 2031, previously scheduled for Thursday 20 November 2025, is being moved to Tuesday 25 November 2025.
- The auction of 5 3/8% Treasury Gilt 2056, previously scheduled for Tuesday 2
December 2025, is being removed. The DMO now intends to hold a programmatic tender for a conventional gilt on Tuesday 9 December 2025, subject to demand and market conditions. - The auction of 0 1/8% Index-linked Treasury Gilt 2031, previously scheduled
for Tuesday 9 December 2025, is being moved to Tuesday 2 December 2025. - There are no changes to planned syndications in Q3 2025-26."
US TSY OPTIONS: BLOCK: Oct'25/Nov'25 30Y Conditional Bear Steepener
Sep-03 14:35
- 12,720 USV5 108/USX5 106 put spds, 7 net/steepener vs. 113-10
SONIA OPTIONS: Call Spread Buyer
Sep-03 14:29
SFIM6 96.70/96.85cs, bought for 2.75 in 6k.
