+13,503 FVZ5 109-23, buy through 109-22.75 post time offer at 1116:19ET, DV01 $591,000.
The 5Y contract trades 109-23.25 last (-.75)
FED: US TSY 17W BILL AUCTION: HIGH 3.810%(ALLOT 92.62%)
Oct-15 15:32
US TSY 17W BILL AUCTION: HIGH 3.810%(ALLOT 92.62%)
US TSY 17W BILL AUCTION: DEALERS TAKE 32.73% OF COMPETITIVES
US TSY 17W BILL AUCTION: DIRECTS TAKE 4.48% OF COMPETITIVES
US TSY 17W BILL AUCTION: INDIRECTS TAKE 62.80% OF COMPETITIVES
US TSY 17W BILL AUCTION: BID/CVR 2.87
FOREX: Late Rally in GBP Sees GBPUSD Hit New Daily Highs Through London Close
Oct-15 15:26
Monitoring some late strength go through in GBP in recent trade - GBPUSD rallies to touch a new daily high, and on decent volumes. Over 2,000 GBP Z5 futures have crossed over the past few minutes for some of the best activity of the day so far (cash equivalent approx. $175mln).
No specific UK newsflow or headlines to drive the move here, but it is helping EURGBP drift into the London close. The cross is now close to closing the gap with yesterday's French pension reform-tied rally.