BASIC INDUSTRIES: Week in Review

Feb-28 12:35

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* Industrial spreads performed marginally better than the overall market at +2bp, despite some big...

Historical bullets

OPTIONS: Larger FX Option Pipeline

Jan-29 12:30
  • EUR/USD: Jan30 $1.0450-60(E1.0bln); Jan31 $1.0400(E1.7bln), $1.0450(E1.0bln), $1.0500(E1.4bln), $1.0520-30(E2.7bln); Feb03 $1.0400(E1.7bln)
  • USD/JPY: Jan31 Y155.00($1.0bln)
  • AUD/USD: Jan31 $0.6200-20(A$1.2bln)
  • USD/CAD: Jan30 C$1.4490-00($1.2bln); Jan31 C$1.4400-20($1.2bln); Feb03 C$1.4400($1.5bln)

EUROZONE ISSUANCE: DSTA Calendar Update

Jan-29 12:20

DSTA has announced the following on its issuance calendar for Q1: 

  • It confirmed to hold DSL auctions on February 11 and March 25, details tba. That means the potential auction dates on February 25 and March 11 will not be exercised.
  • It also confirmed it will sell E4.0-6.0bln of the Jul-35 DSL (ISIN tba) via DDA on March 4.

EURIBOR OPTIONS: Call Condor vs Call Fly

Jan-29 12:19

ERM5 97.75/97.875/98.00c fly vs 98.00/98.125/98.25/98.375c condor, bought the condor for 0.25 in 8k.