MNI: PBOC Conducts CNY200 Bln via MLF Thurs; Rate Cut

MNI: PBOC Sets Yuan Parity Lower At 7.1321 Thurs; -1.92% Y/Y

CHINA PBOC CONDUCTS CNY235.1 BILLION VIA 7-DAY REVERSE REPOS THURS

CHINA SETS YUAN CENTRAL PARITY AT 7.1321 THURS VS 7.1358

MNI China Daily Summary: Wednesday, July 24

MNI: PBOC Net Drains CNY203.9 Bln Via OMO Wednesday

MNI: JAPAN JUNE SERVICES PPI +3.0% Y/Y; MAY REV +2.7%

MNI BRIEF: Japan June Services PPI Rises 3.0% Vs. May's 2.7%

US Treasury Auction Calendar

RPT-MNI: Canada Sticks To Fiscal Anchors, Spends Chunk Of Windfall

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

Early Eurodollar/SOFR/Treasury Option Roundup

US TSYS
Mixed low delta trade so far, puts ongoing while upside calls looking for a bounce in the underlying, particularly Dec expirys as futures price in two more 75bps hikes by year end.
  • SOFR Options:
    • +6,000 SFRF3 95.37/95.62 call spds, 4.75
    • Block, 4,750 SFRX2 95.31/95.43/95.56 put flys, 2.5 after 2x5x3 Block
    • Block, 1,666 x3 short Jun 95.25/95.50 put spds vs. 96.75/97.50 3x4 call spds
    • Block, 1,250 SFRZ2 95.31/95.43/95.56 2x5x3 call flys, 1.0 net/wings over
  • Eurodollar Options:
    • +10,000 EDZ2 97.00 calls, 18.0 vs. 95.07/0.12%
    • +4,000 EDU4 98.00/99.00 1x2 call spds, 2.5
    • +8,000 EDZ2 94.50 puts, 1.75 ref 94.84/0.08%
  • Treasury Options:
    • Block, 7,500 TYH3 110 puts, 227 ref 110-05.5
    • Block, 5,000 TYZ2 106/108 put spds, 26 ref 109-28.5, more on screen
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.