OPTIONS: Outright Euribor Call Buying Stands Out Thursday
May-22 16:52
Thursday's Europe rates/bond options flow included:
- RXM5 130.00/129.50 put spread sold at 22.5 in 10k - hearing unwind ahead of Friday expiry
- ERM5 98.06 calls bought for 0.75 in 10k
- ERM5 98/98.25 call spread vs 97.87/97.62 put spread, sells call spread at 0.75 in 5k
- ERQ5 98.1875/98.3125/98.4375 call fly bought for 2.25 in 4k
- SFIU5 96.10/96.25cs, bought for 3.75 in 4k
- SFIZ5 96.75/97.25 call spread paper paid 3 on 4K
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FED: US TSY 2Y AUCTION: NON-COMP BIDS $260 MLN FROM $69.000 BLN TOTAL
Apr-22 16:45
- US TSY 2Y AUCTION: NON-COMP BIDS $260 MLN FROM $69.000 BLN TOTAL
US TSYS/SUPPLY: Preview: 2Y Note Auction
Apr-22 16:33
Tsy futures are just off late-morning highs (TYM5 currently +1.5 at 110-27.5 vs. 110-30 high) ahead of the $69B 2Y note auction (91282CMY4) at 1300ET, WI is currently running at 3.787%, 19.7bp rich to last month's in-line sale.
- March auction recap: Tsy futures remain bid (TYM5 +8 at 110-25.5) after the latest $69B 2Y note auction (91282CMV0) came out in-line: 3.984% high yield vs. 3.985% WI; 2.66x bid-to-cover vs. 2.56x prior.
- Peripheral stats: Indirect take-up receded to 75.77% from 85.49% prior, directs climbed to 13.58% vs. 7.64% prior, primary dealer take-up 10.65% vs. 6.87% prior.
ITALY T-BILL AUCTION PREVIEW: On offer next week
Apr-22 16:31
MEF has announced it will be looking to sell the following at its auction next Monday, April 28:
- E2.0bln of the 5-month Sep 12, 2025 BOT
- E2.0bln of the 5-month Sep 30, 2025 BOT
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