EQUITIES: US cash open calls

Aug-11 13:21

Fair value opens:

  • $SPX: 4,237.4 (+0.6%)
  • $DJIA: 33,535 (+0.7%/+226pts)
  • $NDX: 13,466.8 (+0.7%).

Historical bullets

US TSY FUTURES: BLOCK, Huge 2Y Buy

Jul-12 13:15

+37,500 TUU2 104-27.75, buy through 104-27.25 post-time offer at 0843:17ET, 104-29 last +3.37

USD: USDSEK sees some downside momentum

Jul-12 13:11
  • USDSEK is seeing further downside momentum, after the pair reach a new two decades high today.
  • USDSEK is down 0.68%, with the SEK the best performer in G10 vs the Dollar.
  • Support moves up to 10.50, but most will look at yesterday's low initially, at 10.4746.

STIR: Effective Fed Funds Rate

Jul-12 13:11

FRBNY EFFR for prior session:

  • Daily Effective Fed Funds Rate: 1.58% volume: $93B
  • Daily Overnight Bank Funding Rate: 1.57% volume: $269B