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BONDS

Gilts/Bund spread tightest since 11/02

EGB SYNDICATION

Italy 7Y CCTeu Priced, E6bln Size

US TSY OPTIONS

5Y Vol Buyer, 10Y Put Ongoing

STIR FUTURES

BLOCK, 3M SOFR Strip

US EURODLR OPTIONS

Mixed Wing Trade

Roll pace

US TSY FLOWS

Treasury Sep/Dec roll: With "Thanks Giving" next week and 1st notice on 30th November, expect a pick up in the spread.

ROLL PACE (these are estimates):

  • Ultra: 14.0%
  • TY: 11.5%
  • FV: 11.0%
  • TU: 10.0%
MNI London Bureau | +44 203-865-3806 | fabrice.benhassine@marketnews.com