EU TECHNOLOGY: Worldline: S&P Double Notch Downgrade
Aug-22 12:00
(WLNFP; NR/BBneg/NR) https://www.spglobal.com/ratings/en/regulatory/article/-/view/type/HTML/id/342...
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US TSYS: Early SOFR/Treasury Option Roundup: Heavy Low Delta Aug'25 SOFR Puts
Jul-23 11:57
SOFR options seeing heavy low delta put volumes ahead the NY open, otherwise, more consistent call trade on lighter volumes in SOFR & Treasury options reported. Underlying futures weaker but off overnight lows. Projected rate cut pricing cools slightly vs. late Tuesday (*) levels: Jul'25 at -1.2bp, Sep'25 at -15.7bp (-16.1bp), Oct'25 at -28.7bp (-28.9bp), Dec'25 at -45.6bp (-46.2bp).
- SOFR Options:
- Block/screen, +103,000 SFRQ5 95.62 put, cab
- Block/screen, +8,284 0QQ5 97.00/97.25 call spds, 3.0
- 2,000 0QZ5 98.00 calls ref 96.865
- 2,000 SFRX5 96.31/96.50 call spds ref 96.11
- 7,200 SFRU5 95.62/95.68 2x1 put spds, 0.5 ref 95.835
- 10,000 0QQ 96.87 calls ref 96.785
- 3,000 SFRU5 96.00/96.37 call spds, 1.75 vs. 95.845/0.05%
- +2,000 SFRU5 96.00/96.25 call spds, 1.5 vs. 95.845/0.05%
- Treasury Options:
- +2,000 TYQ5 111 straddles, 26
- +2,000 TYQ5 111/111.5 1x2 call spds, 10
- -1,500 TYU5 111/112.5 call spds, 34 vs. 111-05.5/0.32%
- -1,500 wk5 TY 111 puts, 20 vs. 111-02.5/0.43%
- -1,500 TYU5 109 puts, 7
EURIBOR OPTIONS: ERZ5 98.25/37/50/62 Call Condor Lifted
Jul-23 11:56
ERZ5 98.25/37/50/62 call condor paper paid 3 on +6.5K.
FOREX: AUD Uptick Firms Further on Break of $0.66
Jul-23 11:46
- AUD clearing 0.6600 at typing, with the uptick accelerating on the break of a cluster of resistance into 0.6595. Above here, resistance is scant until 0.6688, the Nov 07 high, printed shortly after the US election last year. Additionally, 0.6700 represents the 76.4% retracement of the Sep 30 '24 - Apr 9 bear leg.
