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Expiries for Sep27 NY cut 1000ET (Source DTCC)

US TSY FUTURES

Extending Early Session Lows, 10s On Support

EQUITY TECHS

E-MINI S&P (Z1): Lower But Still Above The 50-Day EMA

US TSY OPTIONS

UPDATE Large Weekly Midcurve Call Spd

Post Holiday Activity Should Pick Up

US TSYS

T-Notes sit unchanged at 138-29 in early Asia-Pac trade, after holding a tight range on Monday even as U.S. equities surged, with that particularly rally led by the tech space. A reminder that cash Tsy markets were closed on Monday owing to the Columbus Day holiday, limiting broader participation in the space.

  • Futures markets dynamics since Friday's close point to the potential for a flatter cash re-open.
  • Worth flagging ~11.5K worth of the TYZ0 132.50 puts were bought on screen during Monday's session (trading at 0-01), which targets a move to ~1.50% for 10-Year yields, a blue wave hedge?
  • Broader headline flow and the aforementioned event risk out of China provide the points of interest in today's Asia-Pac session.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com