US TSY OPTIONS: May'26 10Y Puts

Apr-10 17:09

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* 9,000 TYK6 109.5 puts, 4 ref 111-02, total volume over 29.5k...

Historical bullets

US TSYS/SUPPLY: Review 10Y Auction Re-Open: Another Tail

Mar-11 17:04
  • Treasury futures holding near lows (TYM6 -16.5 at 111-30) after the $39B 10Y note auction re-open (91282CPZ8) tailed again: drawing 4.217% high yield vs. 4.211% WI; 2.45x bid-to-cover vs. 2.39x prior.
  • Peripheral stats: indirect take-up rises 74.45% vs. 64.54% prior; direct bidder take-up retreates to 12.83% from 22.08% prior; primary dealer take-up 12.72% vs.13.38% prior.
  • The next 10Y auction is tentatively scheduled for April 8.

FED: US TSY 9Y-11M NOTE AUCTION: HIGH YLD 4.217%; ALLOTMENT 24.68%

Mar-11 17:02
  • US TSY 9Y-11M NOTE AUCTION: HIGH YLD 4.217%; ALLOTMENT 24.68%
  • US TSY 9Y-11M NOTE AUCTION: DEALERS TAKE 12.72% OF COMPETITIVES
  • US TSY 9Y-11M NOTE AUCTION: DIRECTS TAKE 12.83% OF COMPETITIVES
  • US TSY 9Y-11M NOTE AUCTION: INDIRECTS TAKE 74.45% OF COMPETITIVES
  • US TSY 9Y-11M AUCTION: BID/CVR 2.45

US TSYS/SUPPLY: WI 10Y

Mar-11 16:55
  • WI 10Y currently at 4.207% from 4.217% earlier, heading into the $39B 10Y note auction re-open (91282CPZ8) cut-off at 1300ET, compares to last month's tail: 4.177% high yield vs. 4.162% WI.