IRAN: Pakistani Sources More Positive On Iran Deal
May-06 12:26
Pakistani sources tell Al Arabiya "We have a draft agreement, the majority of whose clauses have the...
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US TSYS: Early SOFR/Treasury Options: Limited Two-Way
Apr-06 12:18
Two-way SOFR & Treasury options reported overnight - very light volumes with much of Europe and out for extended Easter holiday weekend. Underlying futures weaker - near recent lows, projected rate cut pricing near flat out to mid 2027.
- SOFR Options:
- 1,500 0QU6 96.62/97.00 call spds ref 96.44
- 2,000 0QM6 96.25/96.37/96.87/97.00 call condors
- +7,000 0QU6 96.50/96.62 put spds, 7.0
- +7,000 0QM6 97.00 calls, 4.0
- Treasury Options:
- over 4,000 FVK6 110 calls, 2 last ref 107-29
- +2,500 TYK6 111.5/112 call spds, 7 ref 110-23/0.13%
- +5,000 wk2 TY 111.5 calls, 5 vs. 110-22/0.19%
- +5,000 Wednesday wkly 111.25 calls, 5
- +8,000 TYK6 111.75 calls vs. 110/110.5 put spds, 0.0 to 1 net
STIR: Repo Reference Rates
Apr-06 12:00
- Secured Overnight Financing Rate (SOFR): 3.66% (+0.01), volume: $3.251T
- Broad General Collateral Rate (BGCR): 3.63% (+0.01), volume: $1.292T
- Tri-Party General Collateral Rate (TCR): 3.63% (+0.01), volume: $1.264T
- (rate, volume levels reflect prior session)
US TSY FUTURES: BLOCK: Jun'26 2Y & 5Y
Apr-06 11:33
- Block posted at 0702:45ET - potential steepener though the 2Y leg printed on the bid:
- 3,700 TUM6 103-19.75, post time bid, DV01 $141,800
- -3,300 FVM6 107-30.25, sell through 107-30.5 post time bid, DV01 $143,100
