CROSS ASSET: Gold and Treasuries Extend Gains After Iran-IAEA Headlines

Aug-27 16:53

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Spot gold has lifted to session highs of $3398.0 and TYZ5 to 112-12 following IAEA-Iran headlines re...

Historical bullets

OPTIONS: Condors, Ladders, And Spreads Monday

Jul-28 16:52

Monday's Europe rates/bond options flow included:

  • DUU5 107.10/107.20/107.30/107.40c condor, bought for 2.5 in 3k.
  • ERU5 98.06/98.00 put spread sold at 4.75 in 7k
  • ERZ5 98.37/98.75cs, bought for 1.5 in 5k
  • SFIX5 96.15/96.10/96.05p ladder, bought for flat in 5k (ref 96.30)

US TSYS/SUPPLY: WI 5Y

Jul-28 16:51

The 5Y WI has retreated to 3.973% from 3.981% earlier, 9.4bp cheap to last month's tail: 3.879% high yield vs. 3.872% WI.

FED: US TSY 5Y AUCTION: NON-COMP BIDS $117 MLN FROM $70.000 BLN TOTAL

Jul-28 16:45
  • US TSY 5Y AUCTION: NON-COMP BIDS $117 MLN FROM $70.000 BLN TOTAL