EM CEEMEA CREDIT: Ghana: Sep CPI
(GHANA; Caa1/CCC+/B-) * Sequentially marginally higher, neutral for credit. * "*GHANA SEPT. PRODUCE...
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SONIA OPTIONS: Put Condor Strip
SFIF6 96.45/96.35/96.25/96.05p condor with SFIG6 96.50/96.40/96.25/96.05p condor, bought the strip for 2 in 4.6k.
US TSY FUTURES: Mix Of Short Setting & Long Cover Seen Friday
OI data points to a mix of net long cover (FV, UXY, US & WN) and short setting (TU & TY) during Friday’s downtick in Tsy futures, with the curve-wide net DV01 ultimately little changed on the day.
- Net short setting in TU futures provided the most prominent move on the curve (~$2mln DV01).
| 19-Sep-25 | 18-Sep-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,549,540 | 4,499,244 | +50,296 | +2,019,481 |
FV | 6,736,872 | 6,745,323 | -8,451 | -373,445 |
TY | 5,396,507 | 5,396,323 | +184 | +12,516 |
UXY | 2,373,804 | 2,378,248 | -4,444 | -402,855 |
US | 1,820,922 | 1,826,004 | -5,082 | -719,076 |
WN | 2,014,280 | 2,018,444 | -4,164 | -771,952 |
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| Total | +28,339 | -235,332 |
LOOK AHEAD: Monday Data Calendar: More Fed Speak, Limited Data
- US Data/Speaker Calendar (prior, estimate)
- 09/22 0830 Chicago Fed Nat Activity Index (-0.19, -0.16)
- 09/22 0945 NY Fed Williams on monetary policy (no text, moderated Q&A)
- 09/22 1000 StL Fed Musalem on economy & policy, Brookings Inst (Q&A)
- 09/22 1130 US Tsy $82B 13W & $73B 26W bill auctions
- 09/22 1200 Cleveland Fed Hammack on banks & economy (livestreamed)
- 09/22 1200 Richmond Fed Barkin, audience Q&A
- 09/22 1200 Fed Gov Miran, Economic Club/NY, moderated Q&A
- Source: Bloomberg Finance L.P. / MNI
