The Goldman Sachs buying was most likely for a customer account, which is none other than the PIMCO machine, they were buyers initially at 106-15...
Yes, we did finally see a nice widening of 10Y swaps today out to 54.25 from 53.5 or so yesterday over the 10yr Treasury. Surprisingly the...
Perfect, now they have to start pricing some of that crazy talk.
In terms of 10Y vs. Bund spread the big cash levels from one of the dealer commentaries late last week were 95 basis points and 115 basis points...
They also rolled their May 109 puts in the 30yr options into the May 108 puts 5,000 times in the last minute right before the bell. Again though...
We got some very nice spike lows right after the statement was released and small short seemed to be the play going in, and if one was quick...
In terms of the roll, which was around -1.5 basis points, that means the WI 2-year is traded at a 1.5 basis point premium to the current two-year...
Got my ass kicked on Friday trying to fade the long end. The long end trade has been incredibly tough this year. You get punished for buying and...
No, biggest guys faded that whole rally in euros and two-year during the repo squeeze and the Medley report plant. They felt Fed was going to 5%...
The short end barely priced in 5.25% and didn't even think about 5.50%. I do agree though, best opportunity for getting long is in red month...
I also wouldn't underestimate the tendency of the Fed to overshoot during their hike/cut cycles. Looking at what is priced in to the market (and...
It would make sense that long-term rates would rise over the next few years, Greenspan and Bernanke seem to have also been led to believe that...
I think the bond market sees a stable policy (the Fed leaving rates alone during a transitionary period from either a rate hike or rate cut cycle)...
Ha, not even central bankers understand why long-term rates are so low, we are in trouble when the Fed signals end game and the yield curve...
Big NOB trading in ten year pit, 5000 bought so far working a bunch, was short NOB as hedge few weeks ago on big cash unwind, starting to cover...
All of the option trades occured at 1:58 P.M. at the exact same time only on the screen. The guy bought 500 lots in any out of the money put that...
My guess is because of the timing it may have been an option local who had blown out and had his positions automatically liquidated after the 2pm...
No idea who it was, definitely not the Japanese, they bailed on 25,000 of their May 106 puts in the ten year at a decent loss. The order was very...
Another crazy day with everything screaming to the upside, began with the 10yr flattening the curve and breaking through some pretty solid...
The reason for the blip on the chart was because the roll from the old 30yr to the recently auctioned 30yr was about -13 basis points. Thus, if...
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