US TSY FUTURES: Net Long Setting Dominates Again On Thursday
Jun-13 10:17
OI data points to a second consecutive day of meaningful net long setting across the curve on Thursday, with the curve-wide DV01 equivalent build in net longs rising by ~$5mln when compared to Wednesday levels, to $11.7mln.
- TY & UXY saw the most meaningful net long additions on the day.
| 12-Jun-25 | 11-Jun-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 3,985,761 | 3,965,750 | +20,011 | +786,515 |
FV | 6,861,317 | 6,820,251 | +41,066 | +1,794,063 |
TY | 4,803,528 | 4,741,625 | +61,903 | +4,116,498 |
UXY | 2,345,867 | 2,316,146 | +29,721 | +2,608,189 |
US | 1,737,042 | 1,721,915 | +15,127 | +2,146,498 |
WN | 1,895,172 | 1,893,634 | +1,538 | +283,950 |
|
| Total | +169,366 | +11,735,712 |
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EGB SYNDICATION: Belgium New 5-year Benchmark: Final Terms
May-14 10:16
- EU7b 5Y Fixed (Oct. 22, 2030) at MS+28 (guidance was MS+30 Area)
- MNI had expected a E7bln size.
- Books above EU72b (including JLM interest): Leads
- Coupon: Annual, act/act, short first
- Settlement: May 21, 2025
- ISIN: BE0000365743
- Bookrunners: BNPP, Barclays (B&D), Citi, Natixis, SocGen
- Timing: May price today
Details as per Bloomberg
SONIA: Call Condor buyer
May-14 10:16
SFIQ5 95.90/96.00/96.40/96.50c condor, bought for 6.5 in 5k.
STIR: SFRZ7/H8/M8 Fly Lifted
May-14 10:09
SOFR Z7/H8/M8 fly paper paid 0.5 on ~5.8K over 2 clips.
