OPTIONS: Larger FX Option Pipeline
Nov-27 16:32
- EUR/USD: Nov29 $1.0470-75(E1.7bln), $1.0485-90(E1.8bln), $1.0500(E1.5bln), $1.0600(E1.8bln), $1.0650(E1.4bln); Dec02 $1.0625(E1.5bln), $1.0700(E1.1bln)
- AUD/USD: Dec03 $0.6710(A$1.0bln)
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US TSYS/SUPPLY: Preview 5Y Auction
Oct-28 16:29
Tsy futures hold moderately lower ahead this afternoon's $70B 5Y note auction (91282CLR0) at 1300ET. WI is currently running at 4.117%, 59.8bp cheap to last month's near in-line sale.
- September auction recap: Tsy futures held weaker after the $70B 5Y note auction (91282CLN9) came out more or less on the screws: drawing 3.519% high yield vs. 3.518% WI; 2.38x bid-to-cover vs. 2.41x for the prior auction.
- Peripheral stats show indirect take-up at 70.31% vs. 70.5% prior, directs took 18.23% vs.16.3% prior, primary dealer take-up 11.46% vs. 13.2% prior.
- Timing: Results for the latest 5Y note sale will be available shortly after the competitive auction close at 1300ET.
LOOK AHEAD: Tuesday Data Calendar: Inventories, Home Sales, JOLTS, Tsy Supply
Oct-28 16:18
- US Data/Speaker Calendar (prior, estimate)
- Oct-29 0830 Advance Goods Trade Balance (-$94.3B, -$95.9B)
- Oct-29 0830 Wholesale Inventories MoM (0.1%, 0.1%)
- Oct-29 0830 Retail Inventories MoM (0.5%, 0.5%)
- Oct-29 0900 FHFA House Price Index MoM (0.1%, 0.2%)
- Oct-29 0900 S&P CoreLogic CS 20-City MoM SA (0.27%, 0.20%)
- Oct-29 0900 S&P CoreLogic CS US HPI YoY NSA (5.92%, 5.00%)
- Oct-29 0900 S&P CoreLogic CS 20-City YoY NSA (4.96%, --)
- Oct-29 1000 JOLTS Job Openings (8.04M, 8.00M)
- Oct-29 1000 Conf. Board Consumer Confidence (98.7, 99.5)
- Oct-29 1000 Conf. Board Present Situation (124.3, --)
- Oct-29 1000 Conf. Board Expectations (81.7, --)
- Oct-29 1030 Dallas Fed Services Activity (-2.6, --)
- Oct-29 1130 US Tsy $48B 52W Bill, $80B 42D CMB auctions
- Oct-29 1300 US Tsy $30B 2Y FRN & $44B 7Y Note auctions
US TSY FUTURES: BLOCK: Dec'24 5Y Buy
Oct-28 16:14
- +5,000 FVZ4 107-13.75, post time offer at 1204:11ET, DV01 $211,000. The contract trades 107-13.5 last (-8).
