SOFR: Net Short Setting In The Reds Dominated On Wednesday
Mar-19 10:11
OI data points to net short setting dominating during yesterday's hawkish repricing, with only 2 rou...
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SONIA OPTIONS: Call Spread Calendar Spread
Feb-17 10:07
SFIZ6 96.85/97.00cs, bought for 5 in 10k vs SFIM6 96.45/96.60cs, sold at 11.5 in 4k.
EURIBOR OPTIONS: Ratio Put Spread
Feb-17 10:05
ERZ6 98.06/97.93ps 1x2, bought for 2 in 10k.
GILT AUCTION RESULTS: 0.125% Jan-28 Gilt Results
Feb-17 10:03
| 0.125% Jan-28 Gilt | Previous | |
| ISIN | GB00BMBL1G81 | |
| Amount | GBP0.50bln | GBP1.25bln |
| Avg yield | 3.336% | 3.443% |
| Bid-to-cover | 4.05x | 3.77x |
| Tail | 0.7bp | 0.6bp |
| Avg price | 93.986 | 93.632 |
| Low price | 93.974 | 93.621 |
| Pre-auction mid | 93.966 | 93.618 |
| Previous date | 29-Jan-26 |
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