OIL: Novak Confident India Continues Russian Oil Purchases

Oct-16 07:52

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"NOVAK CONFIDENT IN STABILITY OF OIL EXPORTS FROM RUSSIA TO INDIA: "IT IS IN DEMAND AND ECONOMICALLY...

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FED FUNDS FUTURES: FFX5/F6 Sold

Sep-16 07:40

FFX5/F6 ~4.2K sold at -24.5.

SOFR: SFRZ5 Lifted

Sep-16 07:40

Activity in the front end of the SOFR strip driven by the wider rally in core global FI markets, with SFRZ5 seeing paper pay 96.350-355 on ~23K in recent trade. SFRZ5/H6 spread lifted at the same time.

EQUITIES: US and EU Roll Pace

Sep-16 07:36

US:

  • ESA: 58%.
  • NQA: 38% (below pace).
  • DOW: 47%.

EU as of Yesterday:

  • VGA: 36%.
  • Banks: 24% (below pace).
  • Stoxx600: 48%.
  • Dax: 34%.
  • FTSE: 42%.