STIR: SOFR FIX - 19/02/25
Feb-19 11:10
| SOFR FIX - Source BBG/CME | ||
| 1M | 4.32021 | 0.00841 |
| 3M | 4.33003 | 0.00811 |
| 6M | 4.30668 | 0.01088 |
| 12M | 4.24548 | 0.01391 |
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Historical bullets
EFSF ISSUANCE: New 3-year / new 10-year: Final terms
Jan-20 11:04
New long 3-year:
- Spread set earlier at MS+19bp (guidance was MS + 21 bps area)
- Size: E3bln (MNI expected E3-5bln)
- Books closed in excess of E27bln (inc E1.5bln JLM interest)
- Maturity: 27 July 2028
- Coupon: Short first
- ISIN: EU000A2SCAR0
New 10-year:
- Spread set earlier at MS+50bp (guidance wasMS + 53 bps area
- Size: E4bln (MNI expected E3-5bln)
- Books in excess of E34bln (inc E1.5bln JLM interest)
- Maturity: 29 January 2035
- Coupon: Long first
- ISIN: EU000A2SCAS8
For both:
- Total size: E7bln (MNI expected E7-8bln)
- Settlement: 27 January 2025 (T+5)
- Bookrunners: BARCLAYS / BNP / JPM (DM/B&D)
- Timing: Allocations and pricing to follow
From market source
EURIBOR OPTIONS: Large call condor
Jan-20 10:58
Very active Option market this Morning, in Rates as Well as in Equities. Latest Euribor:
- ERM5 98.125/98.25/98.375/98.50c condor, bought for half in 16k.
EURIBOR OPTIONS: Call Fly buyer
Jan-20 10:56
ERM5 97.8125/97.9375/98.0625c fly, bought for 2 in 8k.
