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EURJPY TECHS

The 144.25 Bull Trigger Remains Exposed

US EURODLR FUTURES

BLOCK, Late Sale

US TSYS

Eurodollar/SOFR/Tsy Option Roundup

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US TSYS
US TSYS: The swap curve is running flatter, much the same as Tsys.
- Latest spd levels:
* 2Y +0.73/19.50 
* 5Y unch./14.38
* 10Y unch./5.75
* 30Y +0.06/11.63
- At 00:54GMT there appeared to be a USD62.7k DV01 7Y-30Y STEEPENER at 14.92bp
- At 01:17GMT there appeared to be a USD69.4k DV01 10Y-30Y STEEPENER at 8.125bp
- At 03:14GMT there appeared to be a USD100mln receiver of USD 2Y at 2.985%
- At 03:37GMT there appeared to be a USD150mln receiver of USD 3Y at 3.004%
- At 03:52GMT there appeared to be a USD109.7k DV01 10Y-12Y FLATTENER at 3.730bp
- At 04:08GMT there appeared to be a USD110.7k+ 4Y-5Y FLATTENER at 0.875bp
- At 04:46GMT there appeared to be a USD240mln payer of USD 2Y at 2.9872%
- At 04:57GMT there appeared to be a USD110mln payer of USD 6Y at 3.03812%
- At 05:17GMT there appeared to be a USD120k+ DV01 7Y-8Y FLATTENER at 2.125bp
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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