EURIBOR OPTIONS: ERM5 97.875/98.00/98.0625/98.1875 Call Condor Given
Feb-26 13:59
ERM5 97.875/98.00/98.0625/98.1875 call condor 4K given at 4....
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FRANCE T-BILL AUCTION RESULTS: 13/26/48/52-week BTFs
Jan-27 13:55
| Type | 13-week BTF | 26-week BTF | 48-week BTF | 52-week BTF |
| Maturity | Apr 30, 2025 | Jul 30, 2025 | Dec 31, 2025 | Jan 28, 2026 |
| Amount | E2.994bln | E2.098bln | E998mln | E2.197bln |
| Target | E2.6-3.0bln | E1.7-2.1bln | E0.5-1.0bln | E1.8-2.2bln |
| Previous | E3.094bln | E1.894bln | E2.195bln | E2.195bln |
| Avg yield | 2.608% | 2.508% | 2.414% | 2.407% |
| Previous | 2.633% | 2.532% | 2.408% | 2.408% |
| Bid-to-cover | 3.91x | 3.99x | 5.03x | 4.05x |
| Previous | 3.38x | 3.86x | 4.85x | 4.85x |
| Previous date | Jan 20, 2025 | Jan 20, 2025 | Jan 20, 2025 | Jan 20, 2025 |
STIR: Early SOFR Option Update
Jan-27 13:54
- +5,000 SFRM5 95.68/95.81 2x1 put flys, 4.5
- +20,000 SFRJ5 95.75 puts 2.25 ref 95.96
- Block/screen, +30,000 SFRU5 96.37/96.62 call spds 4.5 ref 96.06
EURIBOR OPTIONS: Large cs spread
Jan-27 13:53
ERM5 97.6875/97.75cs vs ERJ5 97.75/97.8125cs, bought for 0.75 and 1 in 68k since Friday, 65k on Friday and 3k now.
