GBPUSD TECHS: Bulls Remain In The Driver’s Seat
Mar-12 18:30
* RES 4: 1.3119 76.4% retracement of the Sep 26 '24 - Jan 13 bear leg * RES 3: 1.3048 High Nov 6 '24...
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US: FED Reverse Repo Operation
Feb-10 18:20
RRP usage inches up to $99.653B this afternoon from Friday's $95.248B - compares to last Wednesday's $78.788B -- lowest level since mid-April 2021. The number of counterparties rebounds to 41 from 33 prior.
US TSY FUTURES: March'25/June'25 5Y Roll Surge
Feb-10 18:04
Tsy quarterly futures roll from March'25 to June'25 gets underway today with decent volume in 5s. Percentage complete remains low, less than 2% across the curve ahead the "First Notice" date on February 28. Current roll details:
- TUH5/TUM5 appr 2,000 from -6.0 to -5.5, -5.75 last
- FVH5/FVM5 appr 84,700 from -3.25 to -2.75, -2.75 last
- TYH5/TYM5 appr 6,700 from -0.25 to +0.25, +0.0 last
- UXYH5/UXYM5 less than 300 from 4.5 to 4.75, 4.75 last
- USH5/USM5 appr 500 from 4.75 to 5.75, 5.25 last
- WNH5/WNM5 less than 100 from 3.5 to 4.5, 4.25 last
- Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 20, 2s and 5s on March 31. March Tsy options expire February 21.
OPTIONS: Call Condor Buying In Decent Size Monday
Feb-10 17:52
Monday's Europe rates/bond options flow included:
- OEH5 117.25/118.25 RR, bought the call for 4.5 in 4k.
- RK5/ERM5 98.0625/98.3125cs spread, bought for 0.25 in 4k.
- ERK5/ERM5 98.0625c calendar, bought for 0.75 in 10k.
- ERK5 97.875/97.9375/98.00/98.0625c condor, bought for 1.5 in 4k
- ERM5 97.875/97.9375/98.00/98.0625c condor, bought for 1.5 in 2.5k.
- ERM5 97.9375/98.00/98.0625c fly vs 97.50p, bought the fly for flat in 10k.
- SFIM5 95.95/96.05/96.15/96.25c condor, bought for 2.5 and 2.75 in 28k total.
