US TSYS/SUPPLY: Review 10Y Note Auction: Small Tail
Feb-12 18:04
* Treasury futures holding weaker after the $42B 10Y note auction (91282CMM0) tailed: drawing 4.63...
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STIR: BLOCK: Mar'25 SOFR Midcurve Call Tree
Jan-13 17:53
- 10,000 0QH5 96.00/96.12/96.25 call trees, 3.5 net (2-legs over) at 1246:42ET
OPTIONS: Mixed Euro Rates Trade Monday, Leaning Toward Upside
Jan-13 17:52
Monday's Europe rates/bond options flow included:
- OEH5 116.75/116.50ps, bought for 15 in 13k.
- RXG5 130/129ps, sold at 20 in 4k.
- ERG5 97.87/97.75/97.62p fly, bought for 0.75 in 2k.
- ERH5 97.4375/97.5625/97.6875, sold at 4.25 in 1k
- 0RG5 97.875/98.00/98.12c fly, bought for 1.75 in 4k.
- 0RG5 98.00/98.125/98.25c ladder, bought for 1 in 6k.
STIR: Midday Call Pick-up
Jan-13 17:48
- -8,000 SFRM5 95.62/95.75 put spds, 6.25 ref 95.815
- -5,000 SFRU5 95.87/96.06 call spds vs 95.25 put, 0-.25 ref 95.86
- -15,000 0QH5 96.06/96.31 1x2 call spds, .25 ref 95.85
- +5,000 SFRN5 96.00/96.37 call spds, 8.5 vs. 95.865/0.18%
- +5,000 0QM5 96.25/96.37 call spds 1.0 over SFRM5 96.06/96.18 call spd
- +10,000 0QH5 96.00/96.25/96.81 1x1x2 call trees, +3.25 net ref 95.865
- +5,000 SFRZ5 95.50/96.00/96.50 call flys, 10.75 ref 95.885
