BONDS: Italian Futures are keeping EGBs under pressure
Feb-19 13:34
* The Italian BTP is helping EGBs take another leg lower, there's also likely been some interest i...
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GILTS: Net Short Cover In Futures On Friday, Looks To Still Be Room For More
Jan-20 13:26
OI data points to net short cover of ~7K futures contracts during Friday’s uptick. This represents the first instance of two consecutive days of net short cover seen in ’25.
- Net OI remains ~41K above levels seen at the turn of the year, which indicates further room for net short cover.
- That ~41K equates to ~4.2% of outstanding OI as of Friday.
EURIBOR: Buying going through in the front end
Jan-20 13:22
- Some buying in the front end Euribor, ERH5 is lifted in over 5k, this helps the shorter end Schatz off the lows.
- The noted supports at Friday's low for Bund and the OAT have held so far today, this was at 131.50 in Bund and 122.02 in OATH5.
EURIBOR OPTIONS: Call fly buyer
Jan-20 13:20
ERM5 98.00/98.12/98.25c fly bought for 1 in 10k.
