FED: US TSY 29Y-6M TIPS AUCTION: HIGH YLD 2.973%; ALLOTMENT 67.82%

Aug-20 17:02

You are missing out on very valuable content.

* US TSY 29Y-6M TIPS AUCTION: HIGH YLD 2.973%; ALLOTMENT 67.82% * US TSY 29Y-6M TIPS AUCTION: DEALER...

Historical bullets

US TSY FUTURES: BLOCK: Sep'26 2Y Buy

Jul-21 17:00
  • +5,000 TUU6 102-27.88, post time offer at 1254:40ET, DV01 $190,000.
  • The 2Y contract trades 102-27.88 last (-2.12)

US TSY OPTIONS: Large Wk5 10Y Put Buy/Opener Covers FOMC

Jul-21 16:55
  • +32,500 wk5 TY 108 puts, 8 ref 108-22 (exp 7/31) - open interest 4,391 coming into the session

OPTIONS: Some Selling Of Sonia Call Spreads, Condors Tuesday

Jul-21 16:52

Tuesday's Europe rates/bond options flow included:

  • IKU6 117 calls vs 116/114 put spread 2K of the call sold at 5/4
  • ERU6 97.56/68 call spread 10K given at 1.25 all day
  • ERZ6 97.18/97.06 put spread paper paid 4 on 3K
  • ERZ6 97.68/98.18/68 call fly paper paid 0.75 on 3.5K.
  • SFIQ6 96.10/96.15/96.20/96.25 call condor 4K given at 1.5, looks like an exit of existing position, per desks
  • SFIU6 96.00/10 call spread 3K given at 6
  • SFIV6 96.10/96.40 call spread, bought for 3.75 in 10k
  • SFIZ6 95.75/95.95/96.30/96.50 call condor 4K given at 10