STIR: SOFR Option Update, Call Spread Volume Rises
Mar-06 15:41
- +20,000 SFRM5 96.50/97.25 call spds, 3.0 ref 95.975
- +20,000 0QU5 97.25/98.25 call spds, 8.25-8.5 ref 96.42
- -20,000 SFRU5 96.50/97.50 call spds, 11.5-11.0 ref 96.215
- -5,000 2QJ5 96.18/96.56 strangles, 17.5-17.0 ref 96.315
- +2,000 2QJ5 96.31 straddles 32.0 ref 96.315
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PIPELINE: Corporate Bond Issuance Update: $3B EIB WNG 10Y Priced
Feb-04 15:38
- Date $MM Issuer (Priced *, Launch #)
- 02/04 $3B *EIB WNG 10Y +60
- 02/04 $1.5B #BNG Bank 3Y SOFR+37
- 02/04 $1B KFW 4% 2026 TAP SOFR+20
- 02/04 $Benchmark IDA 10Y SOFR+63a
- 02/04 $Benchmark Altria 3Y +95a, 10Y +145a
- 02/04 $Benchmark Valero Energy 5Y +115a
- 02/04 $Benchmark GATX 10Y +125a, 2054 Tap +140a
- 02/04 $Benchmark BNY Mellon 6NC5 +85, 6NC5 SOFR
- 02/04 $Benchmark National Fuel Gas 5Y +145a, 10Y +175a
- 02/04 $Benchmark National Rural Utilities 3Y +80a. 5Y +90a
- 02/04 $Benchmark NextEra Capital 30.5NC5.25, 30.5NC10.25
- 02/04 $Benchmark L-Bank 5Y SOFR+47a (2Y SOFR dropped)
- 02/04 $Benchmark Foundry JV 6Y +155a, 8Y +180a, 11Y +190a, 12Y +195a, 14Y +205a
OPTIONS: Expiries for Feb05 NY cut 1000ET (Source DTCC)
Feb-04 15:38
- EUR/USD: $1.0300-05(E1.4bln), $1.0315-35(E1.8bln), $1.0400(E570mln), $1.0500(E1.4bln)
- USD/JPY: Y153.15-25($2.0bln)
- USD/CAD: C$1.4240($954mln), C$1.4500($710mln), C$1.4530($847mln), C$1.4600($1.5bln)
GILT SYNDICATION: Coupon size announcement
Feb-04 15:36
The DMO has announced the coupon size of the March-35 gilt to be launched via syndication in the w/c 10 February to be at 4.50%. ISIN will be GB00BT7J0027.
