STIR: Fed Rates Extend Reversal Of Hawkish Tilt On FOMC

Jan-30 11:31

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* Fed Funds implied rates have continued to reverse the hawkish tilt higher seen with the initial ...

Historical bullets

EUR: FX Exchange traded Option

Dec-31 11:27

FX Exchange traded Option, looks like a new short term play, expiry Friday.

Thursday's Mfg PMIs are final reading, and US ISM Mfg on Friday is the only Data of real note.

  • EURUSD (3rd Jan) 1.0575c, bought for 0.00030 in 1k.

EURIBOR OPTIONS: Put ladder buyer

Dec-31 11:16

ERZ5 98.00/97.75/97.50p ladder, bought for flat in 1k.

US: SOFR FIX - 31/12/24

Dec-31 11:01

SOFR FIX - Source BBG/CME

  • 1M 4.33249 -0.00455
  • 3M 4.30510 -0.00534
  • 6M 4.25001 -0.01229
  • 12M 4.17500 -0.03184