EURIBOR OPTIONS: Large Call Spread
Sep-03 12:24
ERU5 97.9375/98.00cs, bought for 2 in 20k....
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SPAIN AUCTION PREVIEW: On offer this week
Aug-04 12:22
Tesoro Publico has announced it will be looking to sell a combined E4-5bln of the following Bono/Oblis at its auction this Thursday, August 7:
- the 2.40% May-28 Bono (ISIN: ES0000012O59)
- the 3.20% Oct-35 Obli (ISIN: ES0000012P33)
- the 3.45% Jul-43 Obli (ISIN: ES0000012K95)
Tesoro Publico has also announced it will be looking to sell E250-750mln of the 1.00% Nov-30 Obli-Ei (ISIN: ES00000127C8) at that auction.
Additionally, Tesoro Publico has announced it will be looking to sell a combined E5-6bln of the following letras at its auction tomorrow, August 5:
- the 6-month Feb 6, 2026 letras
- the new 12-month Aug 7, 2026 letras
EURIBOR OPTIONS: Ratio Put Spread
Aug-04 12:09
ERH6 98.12/98.00ps 1x1.5, bought for 4 in 3k.
STIR: Repo Reference Rates
Aug-04 12:03
- Secured Overnight Financing Rate (SOFR): 4.34% (-0.05), volume: $2.885T
- Broad General Collateral Rate (BGCR): 4.32% (-0.04), volume: $1.143T
- Tri-Party General Collateral Rate (TCR): 4.32% (-0.04), volume: $1.109T
- (rate, volume levels reflect prior session)
