EGB OPTIONS: Large Bobl Risk Reversal
Jul-01 12:54
- Large Bobl Risk reversal, desk suggest a put buyer
- OEQ2 122.50/126.50 combo, trades 5 in 30k vs OEU2 12.6k at 124.90
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PIPELINE: Banks, Insurers and Utilities
Jun-01 12:52
- Date $MM Issuer (Priced *, Launch #)
- 06/01 $1.8B Tenet Healthcare 8NC3
- 06/01 $1B #Province of Saskatchewan 5Y SOFR+55
- 06/01 $500M Baltimore Gas & Electric WNG 30Y +180a
- 06/01 $Benchmark TD Bank 3Y +115a, 3Y SOFR, 5Y +140a, 5Y SOFR, 10Y +180a
- 06/01 $Benchmark Handelsbanken 3Y, 3Y SOFR, 5Y
- 06/01 $Benchmark PNC Financial 11NC10 +200a
- 06/01 $Benchmark Royal Bank pf Canada 3Y SOFR+65a
AUD: Broader base buying
Jun-01 12:45
- AUD extends gains against the USD, EUR, and JPY.
- Next upside resistance in AUDUSD will be seen at 0.7245 50.0% retracement of the Apr 5 - May 12 bear leg
BONDS: EU Roll pace update
Jun-01 12:36
Good jump in the spread today, as expected ahead of UK Holiday.
Bund front month volume is above 1mln, and over half is spread related.- Buxl: 29%
- Bund; 42% (above pace)
- Bobl: 30%
- Schatz: 38%
- BTP: 46% (above pace)
- BTPS: 32% (above pace)
- OAT: 46% (above pace)
