STIR: Latest SOFR Options
Dec-27 15:26
- +2,500 SFRZ5 95.61/96.12 2x1 put spds, 2.0 ref 96.01
- +2,000 0QH5 96.00 puts. 22.0 vs. 95.995/0.51%
- +5,000 SFRM5 96.62/96.87 call spds, 1.5 vs. 95.91
Want to read more?
Find more articles and bullets on these widgets:
Historical bullets
US TSYS: /STIR: Tsys Off Highs Following Data, 75bp Of Fed Cuts Priced For '25
Nov-27 15:50
A strong unrounded supercore PCE print (+0.36% M/M) and firmer-than-expected pending home sales applies some light pressure to Tsys.
- Yields last 2.5-4.5bp lower on the day, intermediates outperform.
- TY futures consolidate the bulk of their rally, H5 last 110-23+ vs. post-data lows of 110-22.
- Fed funds show a slightly shallower easing cycle through ’25 vs. post-08:30 NY data levels, although still fully discounts 75bp of cuts over that horizon.
US TSYS: US TSY 8W BILL AUCTION: HIGH 4.500%(ALLOT 57.16%)
Nov-27 15:37
- US TSY 8W BILL AUCTION: HIGH 4.500%(ALLOT 57.16%)
- US TSY 8W BILL AUCTION: DEALERS TAKE 36.39% OF COMPETITIVES
- US TSY 8W BILL AUCTION: DIRECTS TAKE 3.89% OF COMPETITIVES
- US TSY 8W BILL AUCTION: INDIRECTS TAKE 59.72% OF COMPETITIVES
- US TSY 8W BILL AUCTION: BID/CVR 2.61
US TSYS: US TSY 4W BILL AUCTION: HIGH 4.550%(ALLOT 88.18%)
Nov-27 15:36
- US TSY 4W BILL AUCTION: HIGH 4.550%(ALLOT 88.18%)
- US TSY 4W BILL AUCTION: DEALERS TAKE 21.86% OF COMPETITIVES
- US TSY 4W BILL AUCTION: DIRECTS TAKE 2.53% OF COMPETITIVES
- US TSY 4W BILL AUCTION: INDIRECTS TAKE 75.61% OF COMPETITIVES
- US TSY 4W AUCTION: BID/CVR 2.81
