MNI BRIEF: Bank Of Italy Downgrades 2024 Inflation Forecast

CANADA MAR JOBLESS RATE 6.1% VS FORECAST 5.9%, PRIOR 5.8%

MNI: Canada Wages Up 5% Even With Highest Jobless Rate In 2Yrs

MNI BRIEF: Monetary, Fiscal Policy Need Harmony - Campos Neto

CORRECTED-MNI: Changing Brazil Fiscal Target Not "Plan A"

MNI BRIEF: PBOC To Curb Any Overshooting Of The Yuan-MPC

MNI: US FEB CONSUMER CREDIT +$14.1B

MNI: BAKER HUGHES US RIG COUNT 620; OIL RIGS 508; GAS RIGS 110

EZ/UK Bond Supply Calendar: EU-Bond Auction, BoE Short APF Mon

MNI BRIEF: Poilievre Calls QE 'Scam' And Would Limit BOC Remit

MNI: Growth Drag From Net Zero Carbon Goal Can Be Offset-OECD

MNI BRIEF: Lawmakers Signal Tough Hearing For BOC's Macklem

© 1982-2023 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

Early Eurodollar/SOFR/Treasury Option Roundup

US TSYS
  • SOFR Options
    • Block, 4,000 SFRH3 96.50/96.75 call spds, 9.5 vs. 96.365/0.08%
    • +2,000 SFRZ2 96.18/96.31 2x1 put spds, 2 ref 96.42
    • 9,700 SFRZ2 95.50/95.75 put spds
  • Eurodollar Options:
    • 20,750 Dec 98.75/99.75 put spds
    • 3,500 Dec 99.25/99.37 put spds
    • 17,000 Green Dec 97.75/98.25 call spds
  • Treasury Options:
    • 2,250 TYU 122/123 1x2 call spds
    • 3,000 wk2 TY 119.5/119.75 put over risk reversals, 1
    • 3,000 wk2 TY 119 puts, 19
    • 13,300 TYU 120.5 calls, 32
    • 2,500 TYU 119 puts, 36
BulletMarketsFixed Income BulletsHomepage
BulletMarketsFixed Income BulletsHomepage

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.