LNG: Japan Utilities Can Replace Sakhalin-2 LNG Supply If Interrupted

Oct-31 09:52

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Japan's JERA and Tohoku Electric Power can secure alternative LNG supplies if flows from Russia's Sa...

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US TSY FUTURES: Short Setting Further Out The Curve Dominated On Tuesday

Oct-01 09:50

OI data points to a mix of long setting (TU), short cover (FV) & short setting (TY through WN) as the Tsy curve twist steepened on Tuesday, with the latter dominating, accounting for an $11.3mln DV01 equivalent shift in net positioning.

 

30-Sep-25

29-Sep-25

Daily OI Change

OI DV01 Equivalent Change ($)

TU

4,568,610

4,545,811

+22,799

+772,151

FV

6,641,928

6,683,876

-41,948

-1,839,602

TY

5,458,585

5,436,020

+22,565

+1,469,908

UXY

2,450,087

2,429,244

+20,843

+1,821,149

US

1,837,844

1,818,108

+19,736

+2,788,969

WN

2,054,194

2,026,201

+27,993

+5,194,247

 

 

Total

+71,988

+10,206,822

EURIBOR OPTIONS: Latest Option Flows

Oct-01 09:40
  • ERH6 98.4375/98.1875/98.125p ladder, bought for 7.75 in 3.5k.
  • ERH6 98.625/98.375/98.00p ladder, bought for 18.75 in 2.25k.

GREECE T-BILL AUCTION RESULTS: 13-week GTB

Oct-01 09:38
Type13-week GTB
MaturityJan 2, 2026
AmountE500mln
TargetE500mln
PreviousE500mln
Avg yield1.78%
Previous1.76%
Bid-to-cover1.99x
Previous2.00x
Previous dateJul 30, 2025