EQUITIES: Large Bank stock call spread

Apr-20 13:03

SX7E (16th June) 105/112.5cs, bought for 3.60 and 3.55 in ~46.5k.

Historical bullets

CANADA: Post CPI Bid Unwound

Mar-21 13:02
  • Renewed upward pressure from Treasury yields plus some stronger underlying details (relative to the headline miss) sees 2Y GoC yields almost fully unwind the dip on CAD CPI.
  • 2YY GoC back to +14bp on the day (Tsy +16.5bp) whilst front BAX yields now sitting 2-3bps higher than before the release.

GILT PAOF RESULTS: GBP464.999mln of the 3.75% Oct-53 gilt sold

Mar-21 13:02
  • A total of GBP500mln had been available.
  • This leaves GBP8.46bln of the gilt in issue.

STIR: Large Dec'23 SOFR Put Condor Buy

Mar-21 12:57
  • +20,000 SFRZ3 94.50/94.75/95.00/95.25 put condors, 4.5 ref 96.765