BUNDS: Trading back at pre Cash Open level

Apr-09 08:51

You are missing out on very valuable content.

* The German Bund is now back above where it was trading at on the Cash Open, when it fell a quick...

Historical bullets

STIR: J.P.Morgan Recommend Receiving 1Y1Y SONIA

Mar-10 08:49

J.P.Morgan recommended tactical receiving of 1Y1Y SONIA late on Friday.

  • They noted that levels “close to 4% are approaching their cheapest since the end of January. Meanwhile, from a cross-market valuation standpoint, 1Yx1Y SONIA has cheapened vs. 1Yx1Y SOFR, with the spread reaching its widest levels since early November.”

US TSY OPTIONS: Weekly TY 110.00/109.75 Put Spread Blocked

Mar-10 08:46

Latest block trade lodged at 08:28:21 London/04:28:21 NY:

  • Weekly TY options 110.00/109.75 put spread 9K blocked at 0-03, looks like a buyer of the put spread, this expires on Friday.
  • Covered via 540 TYM5 futures at 110-25+.

STIR: SFRH5/M5 Sold

Mar-10 08:34

SFRH5/M5 6.6K given at -26.75.