FED: US TSY TO SELL $76.000 BLN 13W BILL MAR 17, SETTLE MAR 20
Mar-13 16:05
* US TSY TO SELL $76.000 BLN 13W BILL MAR 17, SETTLE MAR 20...
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US TSY FUTURES: BLOCK: March'25 2Y Sale
Feb-11 16:03
- -5,000 TUH5 102-22.25, sell through 102-22.38 post time bid at 1057:00ET, DV01 $185,000. The 2Y contract trades 102-22.38 last (-1.25).
BOC NAMES MICHELLE ALEXOPOULOS AS EXTERNAL DEPUTY GOVERNOR
Feb-11 16:01
- BOC NAMES MICHELLE ALEXOPOULOS AS EXTERNAL DEPUTY GOVERNOR
OPTIONS: Solid Expiry Risk Building Toward End-of-Week
Feb-11 16:00
Expiry risk builds into the end of the week - could limit spot vol through CPI, tariff risk
- Decent build of of options expiry risk across G10 FX this week - both for tomorrow's expiry and the NY cut on Friday. The pipeline this week looks among the largest of the year so far. Most notable options set to roll-off include:
Tomorrow's expiry:
- EUR/USD: $1.0250-70(E2.7bln), $1.0300(E1.9bln), $1.0325(E944mln), $1.0400-05(E1.1bln)
- USD/JPY: Y153.50-70($1.7bln)
- GBP/USD: $1.2450-60(Gbp579mln)
For the Friday cut:
- EUR/USD: E7.0bln set to roll off between $1.0275-25, then a further E3.2bln at $1.0400
- USD/JPY: Feb14 Y152.00($2.3bln)
- AUD/USD: A$1.3bln at $0.6275-00
- USD/CNY: $2.2bln at Cny7.3000
