FRANCE AUCTION RESULTS: IL OAT Results

Jun-18 10:02

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Historical bullets

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.
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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.