ECB: Lagarde: See Huge Value In NGFS

Jan-30 14:28

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Q: On President Von der Leyen dinner and Did the Fed NGFS withdrawal. A: President Von Der Leyen in...

Historical bullets

STIR FUTURES: BLOCK: Red Dec'25 SOFR

Dec-31 14:23
  • 4,000 SFRZ5 96.08 (+0.020), post-time bid going into the cross at 0918:29ET, appears to be a sale - though futures continue to rise, the contract trades 96.09 last (+0.030).

STIR FUTURES: BLOCK: Jun'25 SOFR 1Y Bundle

Dec-31 14:10

Total 6,000 SFRM5 1Y bundles (SFRM5-SFRH6) from 0857ET to 0903ET, 4,000 crossed +0.015, 2,000 +0.010. Most likely swap-tied selling with spds running wider in the short end.

US TSYS: Post House Price Data React

Dec-31 14:04
  • Treasury futures holding mildly higher levels - little to no reaction to in-line FHFA housing price & slightly higher than expected S&P CoreLogic data.
  • Futures had already pared overnight gains since the top of the hour, the Mar'25 10Y contract currently trades 108-31.5 (+.5), curves off earlier lows: 2s10s +1.041 at 29.924, 5s30s -.316 at 38.559.