Trial now
OPTIONS

Larger FX Option Pipeline

COMMODITIES

Oil Moderating, Futures Curve Still Strong

GLOBAL POLITICAL RISK

EU, France Ease Up On Vaccine IP After US States Support

US SWAPS
US SWAPS: Short end scaling back from midday move when lvls surged, wings seeing
highest vol after NY Fed annc'd "WILL OFFER $1 TRILLION IN DAILY REPO OPERATIONS
FOR REST OF THE MONTH" RTrs. Spd curve broadly flatter from week ago levels.
Latest spd levels
Time(ET)   2Y Swap/Mid    5Y Swap/Mid   10Y Swap/Mid   30Y Swap/Mid
Fri 1445  +1.44/+17.12    +4.00/+7.50   +0.75/-12.75   +5.50/-69.25
1415      +2.50/+18.19    +5.12/+8.62   +1.38/-12.12   +6.38/-68.38
1315      +5.25/+20.94    +4.75/+8.25   +1.50/-12.00   +5.75/-69.00
1200      +3.69/+17.31    +3.75/+6.50   +1.00/-13.00   +5.50/-70.50
1015      +0.75/+15.88    +2.25/+5.75   +0.75/-12.75   +2.25/-72.25
Fri Open  +1.31/+16.50    +3.75/+6.56   +1.88/-11.62   +5.00/-68.62
Fri 0715  +1.31/+17.00    +3.75/+7.75   +1.88/-11.50   +5.00/-69.75
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com