RATES: Hawkish dots lock down SFR inversion; contain UST differential vs Bunds
Jun-18 10:07
* The Fed's aggressive dots have locked down the flattening regime, leaving risks for red/green SF...
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EGB OPTIONS: Bund Risk Reversal Calendar Spread
May-19 10:01
RXM6 123/129RR vs RXN6 121.5/127.5RR, bought the Put July for 11.5 in 3k.
BOE: ILTR usage stabilises this week; Net usage down GBP188mln
May-19 09:49
- Net usage of the ILR is down GBP188mln on the week at GBP60.912bln (with the biggest adjustment for Level A collateral usage which is down GBP213mln on the week).
- This stabilisation comes as we have got through the big increases of six months ago (coinciding with the TFSME repayments) that have now largely been rolled.
SOFR OPTIONS: SFRM6 96.3125/96.25 Put Spread Blocked
May-19 09:46
A couple of block trades registered in the SFRM6 96.3125/96.25 put spread 5K blocked at 0.5 over 2 clips, CME points to a buyer of the put spread.
