US TSYS/SUPPLY: WI 7Y
Sep-25 16:52
WI 7Y has retreated to 3.947% from 3.955% as Tsys consolidate off session lows, TYZ5 currently -8 at 112-12.5 vs. 112-06 low, yld 4.1717% +.051) heading into the US Tsy $44B 7Y Note auction (91282CNZ0) cutoff at 1300ET.
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OPTIONS: Mixed Post-UK Holiday Trade In Sonia Call Structures
Aug-26 16:52
Tuesday's Europe rates/bond options flow included:
- DUV5 107.30/107.50cs 1x2, bought for 1 in 1k
- ERH6 98.06/97.93ps 1x2, bought the 1 for 3.5 in 10k
- SFIV5 96.10/96.20/96.30c fly, sold at 2.75 in 3k
- SFIZ5 96.20/96.30/96.40/96.50c condor vs 96.05p, sold at flat down to -0.25 in 6k
- SFIU6 96.90c bought for 9 up to 9.25 in 4k (ref 96.39)
- 0NZ5 96.60/97.00/97.40c fly, bought for 5 in 2.5k
FED: US TSY 2Y AUCTION: NON-COMP BIDS $330 MLN FROM $69.000 BLN TOTAL
Aug-26 16:45
- US TSY 2Y AUCTION: NON-COMP BIDS $330 MLN FROM $69.000 BLN TOTAL
PIPELINE: Corporate Bond Roundup: Ontario 5Y SOFR Rolled to Wednesday
Aug-26 16:44
- Date $MM Issuer (Priced *, Launch #)
- 08/26 $1B #OCBC 10NC5 +80
- 08/26 $1B #Bank Saudi Fransi 10NC5 +200
- 08/26 $800M #Sempra 30.5NC5.25 6.375%
- 08/26 $500M #BOC Aviation 5.5Y +58
- 08/26 $500M #Mitsui & Co 5Y +63
- 08/26 $500M JERA Co 5Y +78
- Expected Wednesday:
- 08/27 $2B ESM 2030 WNG +42a
- 08/27 $Benchmark Ontario 5Y SOFR +54a
