SOFR & ED BLOCK SUMMARY:
- @ 07:57ET: 4k S0V2 96.50/96.25/96 put flys for 3 vs u/l at SR3Z3 at 95.795
- @ 08:46ET: 10k SR3Z3/Z5 spread at -84bps (steepener)
- @ 08:48ET: 10k SR3U3/U5 spread at -106bps (steepener)
- @ 11:18ET: 10k SR3Z3 bought at 95.735
- @ 11:23ET: 5k SR3M4 1x2 99.50/100 call spreads for 0.5
- @ 11:44-12:00ET: 10k SR3Z3 96/95.50/95 put flys for 8.5
- @ 13:02ET: 10k SR3Z2/Z3 curve spreads for -10bps
- @ 13:12ET: 20k SR3H3 95.25/94.625/94.25 put flys for 2.25 vs 20k SR3H3 95.50/95.87 call spreads for 11.5
- @ 13:12ET: 10k SR3Z3/Z4 curve spreads for -68.5bps
22 Sep 2022 - 18:37- Fixed Income- Source: CME
Subscribe Now to Newsquawk
Click here for a 1 week free trial
Newsquawk provides audio news and commentary for over 15,000professional traders and brokers worldwide. Services include:
- Real-time audio coverage from 0630 to 2200 London time plus Asia-Pac 2200 to 1000 London time
- Teams of analysts covering equities, fixed income, FX, energy, and metals markets
- Real-time scrolling news service with instant analysis
- Daily and weekly pre-market research and calendars
- Video updates covering near-term key risk events & primary trading themes
- One-to-one chat with our expert analysts