US TSY FUTURES: TU Blocked
Dec-01 2023 15:48
Latest block trade lodged at 15:37:41 London/10:37:41 NY:
- TUH4 7.2K lots blocked at 102-11.75, looks like a buyer. DV01 ~$283K.
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US TSYS: US TSY 17W BILL AUCTION: HIGH 5.340%(ALLOT 25.05%)
Nov-01 2023 15:35
- US TSY 17W BILL AUCTION: HIGH 5.340%(ALLOT 25.05%)
- US TSY 17W BILL AUCTION: DEALERS TAKE 36.51% OF COMPETITIVES
- US TSY 17W BILL AUCTION: DIRECTS TAKE 5.83% OF COMPETITIVES
- US TSY 17W BILL AUCTION: INDIRECTS TAKE 57.66% OF COMPETITIVES
- US TSY 17W BILL AUCTION: BID/CVR 2.89
GILT AUCTION PREVIEW: 0.125% Mar-51 linker auction size
Nov-01 2023 15:33
The DMO will look to sell GBP900mln of the 0.125% Mar-51 linker (ISIN: GB00BNNGP882) on Wednesday 8 November.
OPTIONS: Expiries for Nov02 NY cut 1000ET (Source DTCC)
Nov-01 2023 15:21
- EUR/USD: $1.0450(E1.3bln), $1.0475(E875mln), $1.0520-30(E915mln), $1.0540-45(E2.4bln), $1.0600(E579mln), $1.0625-30(E724mln), $1.0650(E1.5bln)
- USD/JPY: Y150.00-20($1.0bln), Y151.00($1.5bln), Y151.50($620mln), Y152.00($2.4bln), Y152.50($692mln)
- GBP/USD: $1.2130-50(Gbp973mln)
- AUD/USD: $0.6310-15(A$1.5bln), $0.6330(A$666mln), $0.6400-20(A$1.5bln)
- NZD/USD: $0.5900-15(N$673mln)
- USD/CAD: C$1.3875($680mln)
- USD/CNY: Cny7.3300($857mln)
