EURIBOR OPTIONS: Rate Hold Play Via Put Fly
Jan-23 17:02
Euribor options (looks for steady rates through year-end): * ERZ6 98.06/97.93/97.81 1x3x2 put fly b...
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US TSY OPTIONS: Late Feb'26 10Y Strangles
Dec-24 16:50
- over 6,000 TYG6 111/114 strangles, 11 ref 112-13
- -4,000 TYF6 112.25/112.5 call spds 7 ref 112-11/0.44%
- 1,500 USH6 117/120/121 broken call flys ref 115-19
US TSYS/SUPPLY: Review 7Y Auction
Dec-24 16:34
- Treasuries gaining slightly after the $44B 7Y note auction (91282CPQ8) trades through: 3.930% high yield vs. WI of 3.932%; bid-to-cover at 2.51x vs. 2.46x prior.
- Peripheral stats: Indirect take-up rises to 59.04% vs. 56.65% prior; Direct take-up to 31.62% vs. 30.27% prior; Dealers take 9.34 vs. 13.07% prior.
- The next 7Y Treasury auction is tentatively scheduled for January 29.
FED: US TSY 17W BILL AUCTION: HIGH 3.555%(ALLOT 84.92%)
Dec-24 16:32
- US TSY 17W BILL AUCTION: HIGH 3.555%(ALLOT 84.92%)
- US TSY 17W BILL AUCTION: DEALERS TAKE 32.53% OF COMPETITIVES
- US TSY 17W BILL AUCTION: DIRECTS TAKE 3.77% OF COMPETITIVES
- US TSY 17W BILL AUCTION: INDIRECTS TAKE 63.71% OF COMPETITIVES
- US TSY 17W BILL AUCTION: BID/CVR 2.95
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