OPTIONS: Some Rolling, Some Upside In Rates Thursday
Mar-27 17:52
Thursday's Europe rates/bond options flow included:
- OEK5 118.50c, bought for 18 and 18.5 in ~10.3k
- RXK5 126.50/125.50/124.00 broken put fly, bought for 5 in 4.4k
- RXM5 133.50 calls paper paid 12.5 on 8K
- ERN5 98.0625/98.25/98.4375 call fly bought for 2.75 on 9k all day
- 0RJ5/0RK5 98.00/98.125 call spread vs. 97.5625 put roll, paper paid 0.00 for the K5 on 20K all day
- 2RJ5 97.75/97.875 call spread vs. 97.3125 put vs. 2RK5 97.75/97.875 call spread vs. 97.1875 put roll, paper paid -0.25 for the K5 on 7K
- 2RZ5 97.25/97.00 put spread vs. ERQ5 97.75 puts, paper pays 2.25 for the put spread on 10K
- SFIM5 96.45/97.75 call spread paper paid 0.25 on 27K
Want to read more?
Find more articles and bullets on these widgets:
Historical bullets
US TSYS/SUPPLY: WI 5Y
Feb-25 17:51
WI 5Y has slipped to 4.124% from 4.134% earlier ahead of the auction cut off at 1300ET, compares last month's stop: 4.330% high yield vs. 4.335% WI (third consecutive stop since June).
US STOCKS: Equities Roundup: Off Lows While Confidence Remains Low
Feb-25 17:45
- Stocks are trading moderately mixed in early afternoon trade, off lows amid buying in Consumer Staples sector shares, the Dow outperforming. Currently, the DJIA trades up 114.1 points (0.26%) at 43570.86, S&P E-Minis down 28 points (-0.47%) at 5972.75, Nasdaq down 204.1 points (-1.1%) at 19082.14.
- Risk sentiment remained poor amid ongoing tariff uncertainty. Anecdotally, the Conference Board's consumer confidence composite fell to 98.3 from 105.3 prior (102.5 expected), led by a drop in expectations to 72.9 from 82.2.
- Consumer Discretionary and Energy sector shares underperformed in the first half, Tesla -8.14% led laggers in the Discretionary sector followed by Ralph Lauren -3.70%, MGM Resorts -3.11% and Caesars Entertainment -2.60%. ONEOK -4.46%, Targa Resources -4.14%, Williams Cos -3.99% and EQT Corp -3.77% weighed on the Energy sector.
- On the positive side, Consumer Staples and Real Estate sectors led gainers, broadline retailers supported Consumer Staples: Walmart +3.49%, Walgreens Boots Alliance +3.23% and Kroger +1.76%. Meanwhile, investment trusts buoyed the Real Estate sector with American Tower gaining 5.73%, Alexandria Real Estate +3.95% and SBA Communications +3.17%.
- Earnings after the close are expected from: Lucid Group, Permian Resources, ZoomInfo Technologies, Arcutis Biotherapeutics, First Solar, Caesars Entertainment, AMC Entertainment, Intuit Inc, Lemonade Inc, Workday Inc, Coupang, Supernus Pharmaceuticals and Axon Enterprise Inc.
FED: US TSY 5Y AUCTION: NON-COMP BIDS $197 MLN FROM $70.000 BLN TOTAL
Feb-25 17:45
- US TSY 5Y AUCTION: NON-COMP BIDS $197 MLN FROM $70.000 BLN TOTAL
