SOFR OPTIONS: Sep'26 SOFR Call Condor
Apr-10 17:12
* 6,000 SFRU6 96.31/96.37/96.56/96.62 call condors ref 96.32...
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US TSYS/SUPPLY: Review 10Y Auction Re-Open: Another Tail
Mar-11 17:04
- Treasury futures holding near lows (TYM6 -16.5 at 111-30) after the $39B 10Y note auction re-open (91282CPZ8) tailed again: drawing 4.217% high yield vs. 4.211% WI; 2.45x bid-to-cover vs. 2.39x prior.
- Peripheral stats: indirect take-up rises 74.45% vs. 64.54% prior; direct bidder take-up retreates to 12.83% from 22.08% prior; primary dealer take-up 12.72% vs.13.38% prior.
- The next 10Y auction is tentatively scheduled for April 8.
FED: US TSY 9Y-11M NOTE AUCTION: HIGH YLD 4.217%; ALLOTMENT 24.68%
Mar-11 17:02
- US TSY 9Y-11M NOTE AUCTION: HIGH YLD 4.217%; ALLOTMENT 24.68%
- US TSY 9Y-11M NOTE AUCTION: DEALERS TAKE 12.72% OF COMPETITIVES
- US TSY 9Y-11M NOTE AUCTION: DIRECTS TAKE 12.83% OF COMPETITIVES
- US TSY 9Y-11M NOTE AUCTION: INDIRECTS TAKE 74.45% OF COMPETITIVES
- US TSY 9Y-11M AUCTION: BID/CVR 2.45
US TSYS/SUPPLY: WI 10Y
Mar-11 16:55
- WI 10Y currently at 4.207% from 4.217% earlier, heading into the $39B 10Y note auction re-open (91282CPZ8) cut-off at 1300ET, compares to last month's tail: 4.177% high yield vs. 4.162% WI.
