US TSYS/SUPPLY: Review 7Y Auction: 10Bp Stop, Treasuries Extend Highs
Feb-26 18:04
* Tsys futures extend highs (TYM5 currently 110-22.5 last, +5) after the $44B 7Y note auction (912...
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FED: US TSY 5Y NOTE AUCTION: HIGH YLD 4.330%; ALLOTMENT 52.61%
Jan-27 18:02
- US TSY 5Y NOTE AUCTION: HIGH YLD 4.330%; ALLOTMENT 52.61%
- US TSY 5Y NOTE AUCTION: DEALERS TAKE 11.12% OF COMPETITIVES
- US TSY 5Y NOTE AUCTION: DIRECTS TAKE 26.09% OF COMPETITIVES
- US TSY 5Y NOTE AUCTION: INDIRECTS TAKE 62.79% OF COMPETITIVES
- US TSY 5Y AUCTION: BID/CVR 2.40
FED: US TSY 13W BILL AUCTION: HIGH 4.195%(ALLOT 90.22%)
Jan-27 18:02
- US TSY 13W BILL AUCTION: HIGH 4.195%(ALLOT 90.22%)
- US TSY 13W BILL AUCTION: DEALERS TAKE 28.04% OF COMPETITIVES
- US TSY 13W BILL AUCTION: DIRECTS TAKE 5.54% OF COMPETITIVES
- US TSY 13W BILL AUCTION: INDIRECTS TAKE 66.41% OF COMPETITIVES
- US TSY 13W BILL AUCTION: BID/CVR 3.18
OPTIONS: More Mixed Rates Trade Versus Previous Week, But Upside Still Prevalent
Jan-27 17:52
Monday's Europe rates/bond options flow included:
- OEH5 117/116.75ps, sold at 11 in 13k.
- RXH5 132.5/134/135/136.5c condor, bought for 35 in 10k.
- ERM5 97.75/97.93cs, sold at 6.25 in 15k (ref 97.745).
- ERM5 97.6875/97.75cs vs ERJ5 97.75/97.8125cs, bought for 0.75 and 1 in 68k since Friday, 65k on Friday and 3k now.
- ERU5 97.62/97.75/97.87c fly, bought for 1.75 in 7k.
- 0NM5 96.10/96.30/96.50c fly, sold at 2 in 16k.
