US TSYS: Post UofM React

Sep-13 14:04
  • Treasury futures holding inside a narrow session range after UofM data show a slight increase in sentiment, a dip in 1Y inflation expectations vs. a slight increase in 5-10Y expectations.
  • Dec'24 10Y futures +5 at 115-11, well inside initial technicals: resistance at 115-23.5 (High Sep 11), support at 114-27.5/13 (Low Sep 10 / 20-day EMA).
  • Curves extend steepening: 2s10s +5.184 at 8.246, 5s30s +3.817 at 56.049.

Historical bullets

EGB OPTIONS: BTP Put Ladder

Aug-14 14:02

IKU4 118.50/117.50/117.00p ladder, bought for 6 in 1k.

US TSY FUTURES: BLOCK: Sep'24 2Y Sale

Aug-14 13:51

-5,000 TUU4 103-11.88, sell through 103-12 initial bid at 0943:27ET, DV01 $181,000. Contract has since pared losses, trades 103-12.12 last (-.38)

STIR: BLOCK: Red Sep'25/Red Dec'25 Put Spread Strip Sold

Aug-14 13:48
  • -9,400 SFRU5/SFRZ5 95.5/96.0 put spread strip -- selling both spreads/covered, collecting 19.0 total on the package at 0932:23ET