OPTIONS: Larger FX Option Pipeline
Mar-10 17:26
- EUR/USD: Mar14 $1.0900(E1.4bln), $1.1000(E1.2bln); Mar16 $1.1150(E2.0bln)
- USD/JPY: Mar14 Y115.85-00($1.1bln); Mar15 Y116.00($1.4bln)
- AUD/USD: Mar15 $0.7050(A$1.2bln)
- USD/CAD: Mar16 C$1.2695-00($1.1bln)
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OPTIONS: Larger FX Option Pipeline
Feb-08 17:24
- EUR/USD: Feb10 $1.1330-40(E1.3bln), $1.1500(E1.7bln); Feb11 $1.1495-00(E2.2bln)
- AUD/USD: Feb10 $0.7150-60(A$1.2bln); Feb14 $0.7110(A$1.1bln)
- USD/CAD: Feb10 C$1.2810($1.2bln); Feb11 C$1.2650-60($3.8bln), C$1.2680-85($1.5bln)
US TSYS/SUPPLY: Preview Tsy 3Y Note Auction
Feb-08 17:08
US Tsy coupon sales kicks off week with $50B 3Y-Note (91282CDZ1) at the top of the hour. WI is currently running around 1.592%, 35.5bp cheaper to last month's high yield. January auction recap:
- Treasury futures gained slightly but held an inside range after $52B 3Y note auction (91282CDS7) drew small stop: 1.237% high yield vs. 1.239% WI; 2.47x bid-to-cover vs. 2.43x in Dec.
- Indirect take-up climbed to 61.65% vs. last month's year high of 52.17%, while direct bidder take-up falls off 1+ year highs last couple auctions to 15.51% (18.01% Dec). Primary dealer take-up recedes to 22.84% vs. 29.81% in Dec, well under the 5M average of 28.06%
Timing: The 3Y note sale results will available shortly after the competitive auctions closes at 1300ET.
OUTLOOK: Wednesday Data, Fed Speaker Roundup
Feb-08 17:05
Modest data on tap early Wednesday, couple hawkish Fed speakers with Mester and Barkin scheduled (Fed Gov Bowman at comm banking forum). Market absorbs second leg of week's Tsy supply with downsized $37B 10Y sale.
- US Data/Speaker Calendar (prior, estimate)
- Feb-09 0700 MBA Mortgage Applications (12.0%, --)
- Feb-09 1000 Wholesale Inventories MoM (2.1%, 2.1%)
- Feb-09 1000 Wholesale Trade Sales MoM (1.3%, 1.5%)
- Feb-09 1030 Fed Gov Bowman, Comm Bankers conf, no text, moderated Q&A
- Feb-09 1200 Cleveland Fed Mester (hawk, voter) eco/mon-pol outlook, text and q&a
- Feb-09 1300 US Tsy $37B 10Y Note auction (91282CDY4)
- Feb-09 1900 Richmond Fed Barkin (alternate voter '23, hawk), policy response amid pandemic uncertainty, no text
