MNI BRIEF: Fed's Barr Aims For Broad Consensus On Capital Plan

FED'S BARR: WE THINK FAIRLY SOON WE CAN ADJUST PACE OF QT

FED BARR: EXPECT BROAD, MATERIAL CHANGES TO BASEL III PROPOSAL

MNI EM China Daily Summary: Friday, March 22

MNI China Press Digest Mar 22: Autos, Local Gov, Real-Estate

MNI: PBOC Drains Net CNY11 Bln Via OMO Fri; Rates Unchanged

Bond Supply Calendar: Long BoE APF Sales on Monday

MNI: BAKER HUGHES US RIG COUNT 624; OIL RIGS 509; GAS RIGS 112

EZ/UK T-Bill Calendar: Germany, France Auction Monday

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:
    • 5,000 SFRH3 95.50/96.00 put spds 11.5
    • 7,500 SFRM3 95.75/96.25 put spds, 15.0
    • Block, 4,000 short Aug SOFR 97.25/98.00 call spds 14.0 over 95.75 puts
    • Block, 5,000 SFRH3 95.75/96.12 put spds, 11.0
    • -20,000 SFRZ2 97.00/97.25 call spds, 4.0-4.25
    • +5,000 SFRU2 97.00/97..06/97.12 call flys 0.5, add to +40k late Tue
  • Eurodollar Options:
    • +5,000 short Oct 96.00/96.12 put spds, 2
    • +20,000 Nov 95.50/95.75 put spds, 4.5
  • Treasury Options:
    • 2,000 TYV 123/124 call spds, 8 ref 120-12.5
    • 3,800 FVU 112.5 puts, 21 ref 112-29.25
    • -15,000 TYU 119 puts, mostly 19-21
    • over 27,000 FVV 111.25 puts right on data release 29.5-31.5
    • 2,500 TYZ 123/124 call spds vs. 5,000 TYZ 114/116 put spds
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.