OPTIONS: Some More Upside Lean Across Rates To End Week
Mar-28 17:52
Friday's Europe rates/bond options flow included:
- RXK5 131.00c, bought for 26.5 uo to 27 in 2.5k.
- ERK5 97.875/97.8125/97.75p ladder, bought for half in 10k.
- ERK5 97.75/97.8125, bought for 4.5 in 5k
- ERZ5 97.75 puts, paper sells -10k at 6.5-6.25
- ERZ5 97.875 calls (+5k) vs 2RZ5 97.6758 calls (-5k), pays 3 to buy the front ERZ5
- SFIM6 97.00/97.50/98.00c fly, bought for 3.75 in 6k.
- SFIM6 97.25/97.75/98.25c fly, bought for 2.75 in 4k.
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US TSYS/SUPPLY: WI 7Y
Feb-26 17:51
WI 7Y has slipped to 4.201% from 4.217% heading into the US Tsy $44B 7Y Note auction (91282CMR9) cutoff at 1300ET, 25.6bp rich to last month's stop: 4.457% high yield vs. WI of 4.465%.
US TSY OPTIONS: BLOCK: Large May'25 10Y Call Buy, New Position
Feb-26 17:49
+85,000 TYK5 113.5 calls from 18-19 vs. 110-20 to -21.5/0.17% - with another 65,000 on the screen likely an unwind of initial Block cross. Open interest just over 3,000 coming into the session, May expire April 25.
BUNDS: Through Day's Highs, Nearing Key Resistance On Trump EU Tariff Headlines
Feb-26 17:46
Bund futures push through the day's highs on US Pres Trump's announcement that 25% tariffs would be imposed on EU imports.
- RXH5 touches 132.89, up 41 ticks on the day - the level to watch is 132.97, the Feb 13 high and a key near-term resistance, clearance through which our tech analyst notes would signal a reversal.
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