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

Historical bullets

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