SOFR OPTIONS: Morning Option trades
May-30 12:39
* SFRU5 96.12/96.62cs vs 2QU5 97.25/97.50cs spread, traded for 2.5 in 2k and 4k in Block. * SFRH6 ...
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BUNDS: Pushing lower post US Data
Apr-30 12:37
- Bund drops 13 ticks on the PCE and GDP price index beat, as well as Personal Consumption, but Volumes have been on the more subdued side, and downside move lacks pure traction, after the US Annualised QoQ GDP fell to -0.3% vs a -0.2% consensus.
- In US Tnotes (TYM5) over 12k was sold.
US TSY FUTURES: Post-GDP, Personal Consumption, Core PCE, ECI React
Apr-30 12:35
- Treasury futures reverse course - extending lows after higher than expected GDP Price index, Personal Consumption and Core PCE data.
- Jun'25 10Y currently -4.5 at 112-00.5 low (10Y yld bounces to 4.1850% high), after testing major resistance post ADP, focus turns to support - albeit well below at 111-07.5 (20-day EMA)
- Cross asset: BBG US$ index bounces to 1222.77 (+0.58); stocks, however, remain weaker: S&P eminis -45.75 at 5537.0.
CANADA Q1 FLASH ANNUALIZED GDP +1.5% lags BOC +1.8%; +0.4% QOQ
Apr-30 12:30
- CANADA Q1 FLASH ANNUALIZED GDP +1.5% LAGS BOC +1.8%; +0.4% QOQ
- CANADA FEB GDP -0.2% SLIGHTLY BELOW EXPECTED ON OIL, +1.6% YOY
