STIR: SOFR Option Update

Jun-04 15:16

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Late morning SOFR options still leaning towards downside put spds even as underlying futures see-saw...

Historical bullets

FED: US TSY 13W AUCTION: NON-COMP BIDS $2.437 BLN FROM $76.000 BLN TOTAL

May-05 15:15
  • US TSY 13W AUCTION: NON-COMP BIDS $2.437 BLN FROM $76.000 BLN TOTAL

FED: US TSY 26W AUCTION: NON-COMP BIDS $1.659 BLN FROM $68.000 BLN TOTAL

May-05 15:15
  • US TSY 26W AUCTION: NON-COMP BIDS $1.659 BLN FROM $68.000 BLN TOTAL

US TSY FUTURES: BLOCK: Jun'25 5Y Buy

May-05 14:58
  • +10,000 FVM5 108-10, buy through 108-09.75 post time offer at 1041:28ET, DV01 $428,000. The 5Y contract trades 108-09.75 last (-1.75).