STIR: SOFR Option Update, Early Call Adds
Jan-22 13:53
- +5,000 SFRN5 94.87/95.25 put spds, 4.5 vs. 95.95/0.10%
- +3,000 SFRM5 95.62/95.75 put spds, 3.75 vs. 95.895/0.10%
- +5,000 0QN5 94.87/95.25 put spds, 4.5 vs. 95.99/0.10%
- +7,000 SFRU5 96.06/96.31 call spds 7.25 ref 95.98
- +4,000 0QM5 96.31/96.56 call spds vs. SFRM5 96.00/96.25 call spds 1.5 net flattener
- +2,500 2QM5 97.00/SFRM5 96.56 call spd, 0.5 flattener
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US TSYS: Post-Durables/Cap Goods React
Dec-23 13:35
- Treasury futures holding modestly weaker levels, off lows after mixed goods data: Durables lower than expected, Cap Goods little higher with modest up-revision to prior.
- The Mar'25 10Y contract trades -5.5 at 108-25.5, still above initial technical support at 108-16.5 (Dec 19 low). 10Y yld +.0261 at 4.5483%.
- Next data: New Home Sales and Consumer Confidence at 1000ET, not to mention spate of Tsy supply that kicks off at 1000ET with $81B 13W & $72B 26W bills.
MNI: CANADA NOV INDUSTRIAL PRICES +0.6% MOM; EX-ENERGY +0.5%
Dec-23 13:30
- MNI: CANADA NOV INDUSTRIAL PRICES +0.6% MOM; EX-ENERGY +0.5%
- CANADA NOV RAW MATERIALS PRICES -0.5% MOM; EX-ENERGY +0.6%
MNI:US NOV DURABLE NEW ORDERS -1.1%; EX-TRANSPORTATION -0.1%
Dec-23 13:30
- MNI:US NOV DURABLE NEW ORDERS -1.1%; EX-TRANSPORTATION -0.1%
- US OCT DURABLE GDS NEW ORDERS REV TO +0.8%
- US NOV NONDEF CAP GDS ORDERS EX-AIR +0.7% V OCT -0.1%
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