SONIA: Long Cover Seen In Front End Of Futures Strip Ahead Of CPI
Dec-17 14:33
OI data points to net long cover in the SONIA white & red futures packs as contracts ticked lower on...
Want to read more?
Find more articles and bullets on these widgets:
Historical bullets
US TSY FUTURES: December'25-March'26 Roll Update
Nov-17 14:28
Latest Tsy quarterly futures roll volumes from December'25 to March'26 outlined below. Modest volumes with percentage complete currently in the single digits. "First Notice" date Friday, November 28. Current roll details:
- TUZ5/TUH6 appr 8,000 from -5.5 to -5.25, -5.5 last; 1% complete
- FVZ5/FVH6 appr 38,900 from -2.5 to -2.25, -2.25 last; 4% complete
- TYZ5/TYH6 appr 97,300 from -1.75 to 2.0, 1.75 last; 5% complete
- UXYZ5/UXYH6 under 200 from 5.25 to 5.5, 5.5 last; 1% complete
- USZ5/USH6 appr 17,600 from 10.5 to 12.5, 11.75 last; 2% complete
- WNZ5/WNH6 appr 2,700 from 10.0 to 10.25, 10.25 last; 1% complete
- Reminder, Dec'25 futures don't expire until next month: 10s, 30s and Ultras on December 19, 2s and 5s on December 31. Meanwhile, Dec'25 Tsy options will expire this Friday, November 21
EQUITIES: US Cash Opening Calls
Nov-17 14:26
SPX: 6,725.8 (-0.1%); DJIA: 47,093 (-0.1%/-54pts); NDX: 24,972.5 (-0.1%).
SONIA OPTIONS: Call Condor buyer
Nov-17 14:20
SFIH6 96.40/96.50/96.60/96.70c condor, bought for 3.25 in 3k.
