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CHINA RATES

China Repo Rates Rise on Tuesday

US TSYS

ACGBs & Regional Demand Helping

Background on Large 5Y Put Buy

US TSY OPTIONS
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Anecdotal if not contextual -- these FVX expire BEFORE the Nov FOMC on the 3rd, expiring on October 22.

  • Viewed as a decent (or chunky / re: expensive) play on curve pricing in taper annc expectations -- while Dec options expire Nov 26, they are more expensive (29 last) but cover more potential risk events (Dec FOMC on 14-15; year end, etc).