LOOK AHEAD: Thursday Data Calendar

Oct-20 10:12
  • US Data/Speaker Calendar (prior, estimate)
  • Oct-20 0830 Initial Jobless Claims (228k, 232k)
  • Oct-20 0830 Continuing Claims (1.368M, 1.380M)
  • Oct-20 0830 Philadelphia Fed Business Outlook (-9.9, -5.0)
  • Oct-20 1000 Existing Home Sales (4.8M, 4.7M); MoM (-0.4%, -2.1%)
  • Oct-20 1000 Leading Index (-0.3%, -0.3%)
  • Oct-20 1130 US Tsy $65B 4W, $55B 8W bill auctions
  • Oct-20 1200 Philly Fed Harker economic outlook, text, Q&A
  • Oct-20 1300 US Tsy $21B 5Y TIPS auction (91282CFR7)
  • Oct-20 1330 Fed Gov Jefferson moderated Q&A
  • Oct-20 1345 Fed Gov Cook moderated Q&A
  • Oct-20 Fed Gov Bowman open remarks

Historical bullets

EGB SYNDICATION: Spain 20y Jul-43 Obli​: Launched

Sep-20 10:12
  • Spread set earlier at 1.20% Oct-40 Obli (mid) + 7 bps (guidance was + 9 bps area)
  • Size: E5bln - no grow
  • Orderbooks closed in excess of E39bln (incl. E3.6bln JLM interest)
  • Maturity: 30-July-2043
  • ISIN: ES0000012K95
  • Bookrunners: BBVA(B&D/DM), CACIB, DB, JPM, SANTAN, SG
From market source

EGB OPTIONS: Large Schatz downside

Sep-20 09:57

DUX2 107.10/106.60ps vs 107.7/108.10cs, bought the ps for 8.75 in 17.5k (adding)

USD: NZDUSD is through support

Sep-20 09:51
  • USD remains on the front foot, as Equities continue to slide.
  • NZDUSD is through support, and further downside momentum, opens to the April 2020 low, at 0.5844.