BONDS: Rally Continues
Jan-30 11:36
Extension of the European GDP-driven bid apparent, with little fresh information crossing in the time since.
- Bund futures still short of first resistance at 131.97, topping out at 131.93 so far.
- Yields 6-7bp lower across the German curve, 10s outperform.
- EGB spreads little changed to 1bp wider to Bunds.
- Gilts test first resistance at 92.68, which protects a Fibonacci retracement at 92.75.
- Yields 6-7bp lower across the UK curve, 10s also outperform here.
Want to read more?
Find more articles and bullets on these widgets:
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
