EGBS: Natixis Like 5-Year OAT/Bund Tightener
Feb-12 14:14
Natixis note that "OAT 2/2030 offers the best carry & roll potential (on the French curve) vs. Bunds...
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STIR: More SOFR Put Trade
Jan-13 14:14
Better put flow continues even as underlying futures pare losses. Note large Jun'25 strangle buyer:
- 5,000 SFRJ5 95.50/95.56 put spds ref 95.83
- +10,000 SFRM5 95.56/96.12 strangle, 12.00 ref 95.83
- -10,000 SFRU5 95.37/95.56 put spds vs 5,000 SFRM5 95.62/95.87 put spds, 5.75-6
- -15,000 SFRU5 95.18/95.43 put spds v SFRZ5 95.87/96.06 put spds, 7.5-7.25
- -4,000 SFRZ5 95.18 puts 0.5 over 96.12/96.62 call spds vs 95.88/0.38%
- +4,000 SFRZ5 95.25 puts, 13.5 vs. 95.88/0.25%
SLOVAKIA AUCTION PREVIEW: On offer next week
Jan-13 14:08
ARDAL has announced it will be looking to sell the following SlovGBs at its auction next Monday, January 20:
- the 3.00% Feb-28 SlovGB (ISIN: SK4000024683)
- the 3.625% Jun-33 SlovGB (ISIN: SK4000023230)
- the 3.75% Mar-34 SlovGB (ISIN: SK4000024865)
- the 4.00% Feb-43 SlovGB (ISIN: SK4000022547)
STIR: Effective Fed Funds Rate
Jan-13 14:04
FRBNY EFFR for prior session:
- Daily Effective Fed Funds Rate: 4.33% (+0.00), volume: $102B
- Daily Overnight Bank Funding Rate: 4.33% (+0.00), volume: $302B
