EMISSIONS: EUAs Volatility Rises On EU Gas Uncertainty

Mar-28 14:21

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EUA Dec25 implied volatility has hit the highest since 10 Jan this week as futures contracts are tra...

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BONDS: TY Respects Highs, WN Block Limits Pullback

Feb-26 14:02

Bulls were unable to test overnight & Tuesday highs in TY futures, which seems to have limited the recovery in Tsys and rally in wider core global FI markets from extending further at this stage.

  • Meanwhile, the previously identified block buy in WN futures has prevented the pullback from extending.

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.

US TSY FUTURES: BLOCK: March'25 30Y Ultra-Bond Buy

Feb-26 13:59
  • +2,000 WNH5 123-27, post time offer at 0847:28ET, DV01 $391,000. The 30Y ultra contract trades 123-25 last