GILTS: Lower Oil Supports

Jun-18 14:47

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Spot inflation matters continue to dominate, with Trump's comments re: Iran reaching out weighing on...

Historical bullets

OPTIONS: Expiries for May20 NY cut 1000ET (Source DTCC)

May-19 14:40
  • EUR/USD: $1.1015(E1.1bln), $1.1070-75(E1.8bln), $1.1100-05(E780mln), $1.1195-00(E1.5bln), $1.1245-50(E1.2bln), $1.1300(E1.1bln)
  • USD/JPY: Y145.00($795mln), Y145.50($1.0bln), Y146.00($621mln)
  • USD/CAD: C$1.3900-15($807mln)

STIR: SFRZ5 Blocked

May-19 14:29

Latest block trade blocked at 10:07:20 NY/15:07:20 London:

  • SFRZ5 4.0K lots blocked at 96.180, looks buyer driven.

US SWAPS: Spreads Holding Tighter

May-19 14:11

Note that swap spreads hold tighter on the day, last 0.8-2.2bp lower, with the long end under the most pressure. Moody’s downgrade of the U.S. after hours on Friday is having a mechanical impact here, cheapening bonds to swaps.