EURIBOR OPTIONS: Large call spread buyer
Mar-24 13:51
ERH4 99.25/100cs 1x2, bought the 1 for -0.25 (receive) and flat in 30k
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STIR: BLOCK, Green Mar'23 SOFR put
Feb-22 13:47
- 6,000 2QH3 96.50 puts, 17.5 ref 96.43 at 0842:08ET
US TSY FUTURES: Paring Gains
Feb-22 13:37
Tsy futures drawing additional sell interest across the board last couple minutes, USH3 at 124-10 vs. 124-18 high, yield curves holding steeper profiles despite Block sale -5k TYH3 at 101-27.88 that helped get ball rolling, 2s10s currently +2.821 at -74.614.
- No headline driver, more position squaring ahead Feb FOMC minutes release at 1400ET. Heavy volumes (TYH3>970k) tied to Mar/Jun roll, option and swap-related hedging, pre-auction short sets ahead today's $43B 5Y note auction at 1300ET.
MNI EXCLUSIVE: Atlanta Fed Economist On Labor Markets And Rates
Feb-22 13:29
MNI interviews Atlanta Fed economist Jonathan Willis about how changes to U.S. labor markets might affect rates policy -On MNI Policy MainWire now, for more details please contact sales@marketnews.com
