SOFR: Net Long Setting In The Whites Dominated On Wednesday
Jul-10 10:53
I data points to relatively meaningful net long setting in white SOFR futures on Wednesday, with net...
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PIPELINE: Corporate Bond Roundup: Lloyds, ANZ & CAF on Tap
Jun-10 10:51
- Date $MM Issuer (Priced *, Launch #)
- 06/10 $500M CAF WNG Perp5.5 7.125%a
- 06/10 $Benchmark Lloyds 4NC3, 4NC3 SOFR, 11NC10
- 06/10 $Benchmark ANZ 3Y +60a, 3Y SOFR, 11NC10 +165a
- 06/10 $Benchmark Bahamas investor calls
- $3.05B Priced Monday
OPTIONS: Expiries for Jun10 NY cut 1000ET (Source DTCC)
Jun-10 10:46
- EUR/USD: $1.1300-20(E1.5bln), $1.1370-75(E920mln), $1.1400-25(E2.1bln)
- USD/JPY: Y143.90-00($1.1bln), Y144.85-00($805mln)
- AUD/USD: $0.6420(A$771mln), $0.6460(A$529mln)
- USD/CAD: C$1.3695($869mln)
GILTS: Basis trade unwind
Jun-10 10:45
G U5 3.9k at 92.54.
- This is an unwind from the G U5 3.9k at 92.56 before the syndication earlier.
