IRAN: Trump Claims Iran OK with No Nukes

May-06 19:17

President Trump said Iran agreed to have no nuclear weapons, speaking from the oval office * "Iran ...

Historical bullets

US TSYS: Late SOFR/Treasury Option Roundup

Apr-06 19:07

Two-way SOFR & Treasury option trade Monday - light volumes with much of Europe and out for extended Easter holiday weekend. Underlying futures off early lows - near midrange after the bell. Projected rate cut pricing near flat out to mid 2027.

  • SOFR Options:
    • +7,000 SFRZ6 97.00/98.00 2x3 call spds, 8.75 net ref 96.305
    • -3,000 SFRN6 96.68/96.87/97.06 call flys, 0.5
    • +5,000 0QU6 96.50/96.62 put spds, 7.0
    • +5,000 SFRU6 95.31 puts, 3.75
    • 3,000 SFRU6 95.31/95.37 put spds ref 96.285
    • 1,500 0QU6 96.62/97.00 call spds ref 96.44
    • 2,000 0QM6 96.25/96.37/96.87/97.00 call condors
    • +7,000 0QU6 96.50/96.62 put spds, 7.0
    • +7,000 0QM6 97.00 calls, 4.0
  • Treasury Options:
    • -6,000 wk2 TY 110/110.5/110.75 broken put flys, 1 net/wings over ref 110-27.5, expire this Friday
    • 1,000 FVM6 108.5/110.5 1x3 call spds
    • 1,700 FVK6 109/110.5/111.5 broken call flys ref 107-30.5
    • +5,300 TYK6 110.5 straddles, 111 ref 110-24.5
    • 2,000 wk2 TY 103.75/TUK6 104.5 1x3 call spds
    • 1,300 USK6 116/118/120 call flys
    • over 4,000 FVK6 110 calls, 2 last ref 107-29
    • +2,500 TYK6 111.5/112 call spds, 7 ref 110-23/0.13%
    • +5,000 wk2 TY 111.5 calls, 5 vs. 110-22/0.19%
    • +5,000 Wednesday wkly 111.25 calls, 5
    • +8,000 TYK6 111.75 calls vs. 110/110.5 put spds, 0.0 to 1 net

US TSY FUTURES: BLOCK: Jun'26 2Y Sale

Apr-06 18:37
  • -5,000 TUM6 103-20.62, sell through 103-20.75 post time bid at 1428:13ET, DV01 $191,600.
  • The 2Y contract trades 103-20.38 last (+.5)

US STOCKS: Late Equities Roundup: Narrow Ranges, War Rhetoric Weighs on Risk

Apr-06 17:56
  • US stock indexes hold modest gains late Monday, off early highs with risk sentiment tempered by ongoing saber rattling by President Trump.
  • While White House officials stated "CEASEFIRE PLAN" is "ONE OF MANY IDEAS" Bbg, Trump's late post of "IRAN MIGHT BE TAKEN OUT TOMORROW NIGHT" weighed on sentiment while crude climbed back near early overnight highs (WTI appr $114.0/bbl).
  • Communication Services, Energy and Financial sectors outperformed, individual gainers were led by tech stocks with the following up 4.5-6.5% in late trade: Seagate Technology Holdings, AppLovin, VeriSign, Monolithic Power Systems, Sandisk Corp and Western Digital.
  • Pharmaceutical and Chemical companies led declines, the following down 3.8-4%: Biogen Inc, Charles River Laboratories and Albemarle Corp.