STIR: FED Reverse Repo Operation
Oct-09 17:34
RRP usage climbs to $343.448B this afternoon from $325.355B prior. Compares to $239.386B on Monday September 16 2024 -- the lowest level since early May 2021. Number of counterparties up to 71 from 65 prior.
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US: FED Reverse Repo Operation
Sep-09 17:21
RRP usage recedes to $292.158B from $299.271B last Friday -- nearing $286.660B on Wednesday, Aug 7 -- the lowest since mid-May 2021. Number of counterparties steady at 57.
NY Federal Reserve/MNI
OPTIONS: Largely Upside In Rate Trades Monday
Sep-09 17:15
Monday's European rates/bond options flow included:
- ERX4 95.87/95.75/95.62p fly, bought for 2.5 in 2k
- ERZ4 97.00/97.12cs 1x1.5, bought for 0.75 in 30k
- ERM5 97.75c, bought for 29.75 in 9k (ref 97.80, 53 del).
- 0RZ4 98.125/98.50cs, bought for 8 in 4k.
- 2RH5 98.25/98.50/98.75/99.00c condor, bought for 3.25 in 4k
- SFIZ4 95.15/95.40/95.80/96.05c condor, bought for 18.25 in 3k
- 0NZ4 96.80/97.00cs vs 96.00/95.80ps, bought the cs for 2 in 3k.
LOOK AHEAD: Tuesday Data Calendar: Non-Policy Fed Speak, 3Y Note Auction
Sep-09 17:14
- US Data/Speaker Calendar (prior, estimate)
- Sep-10 0600 NFIB Small Business Optimism (93.7, 93.7)
- Sep-10 1000 Fed VC Barr on Basel III at Brookings event (text, Q&A)
- Sep-10 1130 US Tsy $60B 42D CMB bill auction
- Sep-10 1215 Fed Gov Bowman on bank stress testing & capital buffers (text, Q&A)
- Sep-10 1300 US Tsy $58B 3Y note auction (91282CLL3)
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