STIR: Latest SFR options
Jul-26 12:46
- SFRZ3 94.50/94.25ps 1x3, bought for 1 in 2k (bid over).
- SFRZ3 95.50/96.00cs with 94.25/93.75ps , bought for 4.75 in 5k (ref 94.61, 8% del).
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STIR: Dec'23 SOFR Call Condor
Jun-26 12:43
- 8,750 SFRZ3 96.00/96.50/97.00/97.50 call condors, ref 94.80
USD: DXY hovers at session low
Jun-26 12:39
- DXY hovers at session low, as Equities recover from their lows, Estoxx futures (VGU3) is back at its intraday high, and this helps EURUSD testing the intraday high.
- Tech resistance is at 1.0959, Friday's high.
GILTS: Following The Beat Of The Wider Drum
Jun-26 12:38
Gilts continue to follow cross-market gyrations after leaning on wider core global FI bids, weakness in equities and a tick lower in BoE-dated OIS pricing for support up until early NY trade, as local headline flow remains limited. Gilt futures run ~45 ticks firmer as of typing, after some two-way swings and fresh session highs in recent trade, while cash benchmarks sit 3.5-6.0bp richer as the curve bull flattens and the 2-/10-Year curve operates a little above last week’s multi-decade inverted extremes.
