SFRA @comdtygo

usd rates, son of the king Mid-curve Joined June 2020

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Chicago Cubs @Cubs

41 minutes ago

#FlyTheW! Final: #Cubs 3, Padres 1.

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CME Group Interest Rates @Interest_Rates

4 hours ago

#FedWatch: October rate cut probability now 96%.

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CME Group Interest Rates @Interest_Rates

6 hours ago

CME Group files to expand FICC cross-margining agreement to end-user clients. This enhancement aims to provide end-users with margin efficiencies between U.S. Treasury securities and interest rate futures by year-end, subject to regulatory approval. Press release 🔽…

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Conks @conksresearch

11 hours ago

new reserve scarcity monitor

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Brent aka Blacklion @BlacklionCTA

3 days ago

“An excessively low rate of interest may be signalled by a rise in inflation. But it’s not just a question of changes in the level of consumer prices. When asset price bubbles proliferate, credit booms, finance crowds out honest endeavour, savings collapse and capital is…

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CME Group Interest Rates @Interest_Rates

a day ago

With PCE in-line with expectations, attention shifts to employment numbers this week: Mon: T-Bill Auctions ($155B) Tue: Australia Rate Decision, JOLTS Report, 52-Wk Bill Auction ($50B) Wed: ISM Manufacturing Thu: Challenger Job Cuts Fri: Non Farm Payrolls, ISM Services

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CME Group Interest Rates @Interest_Rates

6 days ago

Fed Funds (ZQ) futures positions soar ahead of quarter-end, open interest crosses 3 million contracts for the first time.

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ACLLC @acllc2

a week ago

USTs: Flattening in the front, steepening in the back and the belly richer as ZF Flat on the day with all other tenors down on the day. Image below, SR3-TBF3 spread, V and X contracts make new lows as Bills trade a little higher (SR3 up in yield, Bills down in yield)

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CME Group Interest Rates @Interest_Rates

a week ago

Dec25 SOFR-Fed Funds spread falls to new low of -9 bps, indicating expectations that higher overnight funding costs will persist/increase into the turn.

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CME Group Interest Rates @Interest_Rates

a week ago

After last week's 25bps cut from the FOMC, markets look to funding and the PCE report for direction this week. Mon: T-Bill Auctions ($155B) Tue: 2-Yr Auction ($69B) Wed: 5-Yr Auction ($70B) Thu: 7-Yr Auction ($44B), U.S. Durable Goods and GDP Fri: PCE & Personal Income

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CME Group Interest Rates @Interest_Rates

2 weeks ago

SERFFing USA 🏄‍♂️ Trading in SOFR vs. Fed Fund (SERFF) spreads spiked to near record levels this week, registering their second and fourth largest volumes all-time amid elevated funding pressure.

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CME Group Interest Rates @Interest_Rates

2 weeks ago

Fed Funds (#ZQ) futures see largest daily inflow on record as FOMC cuts by 25 bps. Open positions jumped by 204K contracts yesterday, the largest daily gain in history, propelling total open interest to a new all-time high.

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CME Group Interest Rates @Interest_Rates

2 weeks ago

SR3Z5 now largest contract by OI in SOFR history. With all eyes (and portfolios) focused on the final three fed meetings of the year, Dec25 #SOFR futures have amassed the largest position of any contract month in SOFR history, eclipsing the Jun23 contract highs observed during…

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CME Group Interest Rates @Interest_Rates

2 weeks ago

The largest ever Fed Funds futures block trade was executed this morning (84,000 contracts, equivalent to $3.5m per basis point), underscoring the significant risk transfer enabled by CME Group's deeply liquid markets.

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CME Group Interest Rates @Interest_Rates

2 weeks ago

This week in markets: A central bank bonanza featuring the #FOMC (FedWatch: ~95% for 25bps cut, ~5% for 50bps cut) Mon: T-Bill Auctions ($155B) Tue: Canada Inflation Wed: Bank of Canada Rate Decision, Fed Rate Decision Thu: Bank of England Rate Decision Fri: Japan Rate Decision

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CME Group Interest Rates @Interest_Rates

3 weeks ago

Massive day for 2-Year Treasury options. Yesterday's volume nearly doubled the prior high, with trading concentrated in TUZ5 put options which saw open positions jump by 233K.

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CME Group Interest Rates @Interest_Rates

3 weeks ago

Historic inflows propel #SOFR futures to yet another big milestone: 15 million in open interest. This comes less than three weeks since first crossing the 14 million mark, and despite 400,000 contracts rolling off in the recent SR1 monthly expiration.

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CME Group Interest Rates @Interest_Rates

3 weeks ago

Citigroup, J.P. Morgan and Morgan Stanley to join #BrokerTec Chicago for day one of trading on Oct. 6. About BrokerTec Chicago: ✔️ New Treasury CLOB colocated alongside Treasury futures ✔️ Seven OTR benchmarks ✔️ Notional sizes aligned to futures ✔️ 1/16 of a 32nd MPI…

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Brian Gierke @BrianGierke

3 weeks ago

Wow. Big milestone for @Interest_Rates! Deep gratitude to all the stir degens and bondamaniacs that make this little slice of X so enjoyable 🙏

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CME Group Interest Rates @Interest_Rates

3 weeks ago

Sep25 SOFR-Fed Funds spread falls to new contract low of -6.25 bps. Upward pressure on overnight #SOFR has driven spreads lower and ICS volumes higher in recent days. SR1-ZQ spread volume of 261K on Friday was the 10th largest since the pair began trading in 2018.