TRANSPORTATION: Cofiroute 8y Guidance
Feb-27 11:32
(DGFP: NR/A-) * max 650m 8Y +95a vs. FV +90 (5bp NIC) * books>2.75b, -30 in from IPT * CoC, 3m ...
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LOOK AHEAD: Tuesday Data Calendar: Durables/Capital Goods, 7Y Auction
Jan-28 11:26
- US Data/Speaker Calendar (prior, estimate)
- 28-Jan 0830 Durable Goods Orders (-1.2%, 0.6%), ex-trans (-0.2%, 0.3%)
- 28-Jan 0830 Cap Goods Orders Nondef Ex Air (0.4%, 0.3%), ship (0.3%, 0.2%)
- 28-Jan 0900 FHFA House Price Index MoM (0.4%, 0.3%)
- 28-Jan 0900 S&P CoreLogic CS 20-City MoM (0.32%, 0.30%)
- 28-Jan 1000 Conf. Board Consumer Confidence (104.7, 105.9)
- 28-Jan 1000 Richmond Fed Mfg Index (-10, -10)
- 28-Jan 1030 Dallas Fed Services Activity (9.6, --)
- 28-Jan 1130 US Tsy $30B 2Y FRN, $85B 42D CMB auctions
- 28-Jan 1300 US Tsy 44B 7Y note auction (91282CMK4)
US TSY FUTURES: Net Long Setting Dominated Again On Monday
Jan-28 11:22
OI data points to another round of meaningful net long setting on Monday, as markets reacted to DeepSeek’s AI advances.
- Net long setting was seen in FV, TY, US & WN futures, with modest net short cover seen in both TU and UXY futures.
- The curve-wide net long setting wasn’t quite as pronounced as what was seen on Friday, totaling ~$5.2mln in DV01 equivalent terms vs. the ~$8.0mln seen on Friday.
- Over $3.0mln DV01 equivalent of fresh net longs were added in TY futures.
| 27-Jan-25 | 24-Jan-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,198,793 | 4,218,276 | -19,483 | -732,950 |
FV | 6,274,716 | 6,252,332 | +22,384 | +930,055 |
TY | 4,866,435 | 4,818,730 | +47,705 | +3,055,982 |
UXY | 2,273,537 | 2,281,049 | -7,512 | -655,873 |
US | 1,962,582 | 1,951,182 | +11,400 | +1,426,026 |
WN | 1,789,168 | 1,782,665 | +6,503 | +1,224,840 |
|
| Total | +60,997 | +5,248,080 |
EGB OPTIONS: Bund Put spread
Jan-28 11:20
RXH5 131.50/130.50ps 1x2, bought the 1 for 1.5 in ~1.95k.
