US TSYS: Light Volumes Ahead Of March CPI Report, TYM6 Resistance Monitored
Treasuries are mildly lower overnight ahead of today's CPI report on particularly light overnight vo...
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PORTUGAL AUCTION RESULTS: OT Results
| 2.875% Oct-33 OT | 3.00% Jun-35 OT | |
| ISIN | PTOTEQOE0023 | PTOTEAOE0005 |
| Amount | E679mln | E731mln |
| Previous | E3.5bln | E900mln |
| Avg yield | 3.009% | 3.175% |
| Previous | 2.961% | 3.058% |
| Bid-to-cover | 1.92x | 1.89x |
| Previous | 1.82x | |
| Avg Price | 99.09 | 98.61 |
| Pre-auction mid | 98.981 | 98.435 |
| Prev avg price | 99.39 | 99.52 |
| Prev mid-price | 99.380 | |
| Previous date | 23-Sep-25 | 28-Jan-26 |
SOFR: Net Long Setting In Front End Of SOFR Futures Strip On Tuesday
OI data points to net long setting dominating through the red pack of the SOFR futures strip as contracts in that area of the strip ticked higher on Tuesday.
- It is hard to provide any real inference when it comes to the greens and blues, with most contracts in that zone unchanged come settlement. We note that OI ticked up in both of those packs, reflecting increased exposure.
| 10-Mar-26 | 09-Mar-26 | Daily OI Change |
| Daily OI Change In Packs |
SFRZ5 | 1,311,515 | 1,299,757 | +11,758 | Whites | +51,698 |
SFRH6 | 1,358,288 | 1,332,695 | +25,593 | Reds | +39,487 |
SFRM6 | 1,296,108 | 1,312,540 | -16,432 | Greens | +49,012 |
SFRU6 | 1,215,129 | 1,184,350 | +30,779 | Blues | +25,444 |
SFRZ6 | 1,307,426 | 1,308,288 | -862 |
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SFRH7 | 984,219 | 1,000,072 | -15,853 |
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SFRM7 | 935,010 | 903,054 | +31,956 |
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SFRU7 | 778,693 | 754,447 | +24,246 |
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SFRZ7 | 1,066,159 | 1,043,838 | +22,321 |
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SFRH8 | 536,891 | 528,957 | +7,934 |
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SFRM8 | 447,953 | 430,950 | +17,003 |
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SFRU8 | 403,787 | 402,033 | +1,754 |
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SFRZ8 | 416,578 | 399,765 | +16,813 |
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SFRH9 | 221,384 | 219,365 | +2,019 |
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SFRM9 | 187,757 | 184,964 | +2,793 |
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SFRU9 | 176,454 | 172,635 | +3,819 |
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GERMAN AUCTION RESULTS: 2.90% Feb-36 Bund
| 2.90% Feb-36 Bund | Previous | |
| ISIN | DE000BU2Z064 | |
| Total sold | E5bln | E5.5bln |
| Allotted | E3.811bln | E4.238bln |
| Avg yield | 2.89% | 2.73% |
| Bid-to-offer | 0.90x | 1.13x |
| Bid-to-cover | 1.18x | 1.46x |
| Avg Price | 100.05 | 101.44 |
| Low Price | 100.02 | 101.43 |
| Pre-auction mid | 100.010 | 101.394 |
| Previous date | 18-Feb-26 |
