SOFR OPTIONS: SFR Morning Option Trades
Aug-13 12:57
* SFRU5 95.81/95.75/95.68p fly, traded half in 3k. * SFRU5 95.93/96.00/96.12c fly 2x3x1, traded 2.25...
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SOFR OPTIONS: BLOCK: Green Sep/Blue Sep Conditional Bull Curve Steepener
Jul-14 12:49
- +5,000 2QU5 97.00/97.50 call spds vs. 3QU5 96.75/97.25 call spds, 0.5 net Green Sep over at 0842:30ET
BONDS: U.S. 10-Year Yield Pierces Last Week's High
Jul-14 12:46
Core global curves hold steeper.
- TY futures traded through overnight lows and 10-Year Tsy yields breached last week’s high, but the move has since stalled, pointing to a flow-/technical-driven move, as opposed to anything highly committal on fresh news.
- Early London lows in Bund futures hold, while gilts continue to outperform.
- Ongoing weakness in the long end of the JGB curve and bull steepening of the gilt curve (dovish comments from BoE Governor Bailey & weak private labour market data) still present the meaningful market talking points on the day, in addition to U.S. tariff threats and heightened U.S.-Russia tension.
SOFR OPTIONS: BLOCK: Green Mar'26 SOFR Call Spread
Jul-14 12:36
- +45,000 2QH6 98.00/98.25 call spds, 1.0 ref 96.56, at 0830:22ET - opener (OI 15,853 & 0 in the two strikes, respectively)
