FOREX: Cross/JPY Weakens amid Lower US Equities, USDMXN Prints New 2025 Lows

Mar-13 17:13

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* Thursday's session has been characterised by another bout of US equity weakness. The direction o...

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STIR FUTURES: BLOCK: Second Large March'25 SOFR Futures Cross

Feb-11 17:12
  • -40,000 SFRH5 95.705, post-time bid at 1202:23ET, DV01 $1.0M, the contract trades 95.70 last (-0.010). 

US TSYS/SUPPLY: Preview 3Y Note Auction

Feb-11 17:08

Tsy futures are trading near early session lows ahead of the $58B 3Y note auction (91282CMN8) at 1300ET, WI is currently at 4.312%, 2bp rich to last month's auction.

  • January auction recap: Treasury futures remain mostly weaker, off lows after $58B 3Y note auction (91282CMF5) draws 4.332% high yield vs. 4.320% WI; 2.62x bid-to-cover vs. 2.58x prior.
  • Peripheral stats see indirect take-up slips to 60.98% vs. 64.18% prior; direct bidder take-up rebounds to 19.67% from 9.62% prior; primary dealer take-up rises to 19.36% vs. 15.11% prior.
  • Timing today's 3Y note sale: results will be available shortly after the competitive auctions closes at 1300ET.

FED: US TSY TO SELL $90.000 BLN 4W BILL FEB 13, SETTLE FEB 18

Feb-11 17:05
  • US TSY TO SELL $90.000 BLN 4W BILL FEB 13, SETTLE FEB 18