CROSS ASSET: US Tnotes is back above 111.00, USDJPY is paring gains

Feb-28 14:38
  • US Tnotes edges back above the 111.00 figure, and the move seems to led by the SFR red and Green strip.
  • The move helps the USDJPY fall 25 pips.
  • The next resistance in TYM5 is at 111.07+, this is the 50% retracement of the Sep/Jan Yield range at 4.2010%.

Historical bullets

US TSY OPTIONS: Large March'25 2Y Put Buy

Jan-29 14:35
  • +20,000 TUH4 102.5 puts, 3 appr 1.76 vo for 25bp OTM put that expires on Feb 21

EU: The large Call spread trades for another 10k

Jan-29 14:32

ERM5 98.12/98.25cs, bought throughout the day for half in 72.5k total.

EQUITIES: US Cash opening calls

Jan-29 14:27

SPX: 6,066.9 (-0.0%); DJIA: 44,851 (+0.0%/+0pts); NDX: 21,522.5 (+0.3%).