SONIA: Latest Option trades
Aug-15 09:51
SFIX4 95.40/95.55/95.70c fly, bought for 3.5 in 2k.
SFIQ4 95.15/95.25/95.35c fly, trades for 6 in 5k.
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US TSY OPTIONS: USU4 116.00 Puts Given
Jul-16 09:49
USU4 116.00 puts 5K given at 0-26, delta -18%.
GERMAN AUCTION RESULTS: New 2.50% Oct-29 Bobl
Jul-16 09:33
| 2.50% Oct-29 Bobl* | Previous | |
| ISIN | DE000BU25034 | DE000BU25026 |
| Total sold | E4bln | E4bln |
| Allotted | E3.261bln | E3.358bln |
| Avg yield | 2.39% | 2.45% |
| Bid-to-offer | 1.64x | 1.79x |
| Bid-to-cover | 2.01x | 2.13x |
| Average Price | 100.51 | 98.42 |
| Low acc. Price | 100.51 | 98.42 |
| Pre-auction mid | 98.390 | |
| Previous date | 18-Jun-24 |
GILTS: Rally Extends
Jul-16 09:25
A move lower in equity & crude oil futures has allowed gilts to rally.
- Gilt futures +36 at 98.64, initial resistance (98.53) breached. Bulls now look to the June 25 high (98.92), protecting key resistance at the June 21 high (99.23).
- Cash gilt yields are 3.5-5.5bp lower, bull steepening.
- 20-Year supply passed smoothly, with recent cheapening on the 10-/20-/30-Year fly helping generate solid demand metrics.
- SONIA futures extend early gains alongside gilts, last flat to +8.0.
- BoE-dated OIS shows 11.5bp of cuts for August and ~51bp of easing through year end, still off recent dovish extremes.
- Kantar supermarket price metrics showed the lowest Y/Y rise in nearly 3 years.
- UK CPI & labour market data, as well as the King’s speech, are due over the next ~48 hours.
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