SWAPS: Spreads Narrow After Bowman Signals SLR Reform Part Of Holistic Process

Jun-06 15:42

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Newly-installed Fed Vice Chair for Supervision Bowman's speech on "Taking a Fresh Look at Supervisio...

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US TSY FUTURES: BLOCK: Jun'25 2Y/5YSteepener

May-07 15:41

Latest cross posted at 1133:22ET, DV01 $255,000:

  • +7,000 TUM5 103-22.38, buy through 103-22.25 post time offer vs.
  • -6,000 FVM5 108-16.25, sell through 108-16.5 post time bid

FED: US TSY 17W BILL AUCTION: HIGH 4.200%(ALLOT 51.46%)

May-07 15:32
  • US TSY 17W BILL AUCTION: HIGH 4.200%(ALLOT 51.46%)
  • US TSY 17W BILL AUCTION: DEALERS TAKE 31.65% OF COMPETITIVES
  • US TSY 17W BILL AUCTION: DIRECTS TAKE 3.50% OF COMPETITIVES
  • US TSY 17W BILL AUCTION: INDIRECTS TAKE 64.86% OF COMPETITIVES
  • US TSY 17W BILL AUCTION: BID/CVR 3.02

US TSY OPTIONS: Large Jun'25 5Y Vol Scale Seller

May-07 15:27
  • Over -13,000 FVM5 107.5/109 strangles, last level at 19 vs. 108-16.5/0.18%, implied vol 4.45%