STIR: SOFR Option Update: Puts Pick-Up Pre-CPI
Feb-12 13:16
- 4,000 0QJ5 95.43/95.50 2x1 put spds ref 96.03
- 10,000 SFRZ5 95.37/95.50 put spds ref 95.975 to -.97
- 2,000 0QG5 95.81/95.93/96.06 put flys ref 96.01
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BANK OF CANADA RELEASING PANDEMIC REVIEW REPORT ON JAN 17
Jan-13 13:15
- BANK OF CANADA RELEASING PANDEMIC REVIEW REPORT ON JAN 17
STIR: Repo Reference Rates
Jan-13 13:11
- Secured Overnight Financing Rate (SOFR): 4.30% (+0.00), volume: $2.204T
- Broad General Collateral Rate (BGCR): 4.29% (+0.01), volume: $853B
- Tri-Party General Collateral Rate (TGCR): 4.29% (+0.01), volume: $837B
- (rate, volume levels reflect prior session)
EQUITIES: Estoxx rolling call
Jan-13 13:10
{eu} SX5E (21st Mar) vs (20th June) 5300c, bought the June for 31 in 15k.
