FED: US TSY 7Y NOTE AUCTION: HIGH YLD 4.018%; ALLOTMENT 37.50%

Jan-29 18:02

You are missing out on very valuable content.

* US TSY 7Y NOTE AUCTION: HIGH YLD 4.018%; ALLOTMENT 37.50% * US TSY 7Y NOTE AUCTION: DEALERS TAKE 1...

Historical bullets

MNI: BAKER HUGHES US RIG COUNT 546; OIL RIGS 412; GAS RIGS 125

Dec-30 18:01
  • MNI: BAKER HUGHES US RIG COUNT 546; OIL RIGS 412; GAS RIGS 125

MNI: BAKER HUGHES CANADA RIG COUNT 101; OIL RIGS 49; GAS RIGS 52

Dec-30 18:01
  • MNI: BAKER HUGHES CANADA RIG COUNT 101; OIL RIGS 49; GAS RIGS 52

OPTIONS: Eurex Trade Ends Year With Mixed Bund Structures

Dec-30 17:52

Tuesday's Europe rates/bond options flow included:

  • RXG6 126.5/126.0 put spread, paper pays 10.5 in 5k and 10 vs 127.53 on 7.2K
  • RXG6 132.00 calls paper paid 2 on 6K
  • RXG6 128.00/129.00/129.50 broken call fly paper paid 21.5/22 on 5K
  • RXH6 127.50/125.00 1x2 put spread paper paid 49 on 2K (vs. 127.60) on 2K
  • SFIG6 96.45/55/65 call fly 1K given at 1.25, desks suggest looks like closing out of an existing position
  • SFIZ6 96.90/97.00 call spread vs. 96.30/20 put spread paper paid 0.75 for the call spread vs. 96.65 (13% delta) on 3K
  • Reminder: Eurex derivatives will close Tuesday evening and not reopen until Friday. STIR & bond futures and options trading on ICE Europe will cease at 12:15 Wednesday and resume on Friday.