CORRECTED-MNI: Fed's Hammack-Near Or At Time To Slow Rate Cuts

MNI BRIEF: Fed's Goolsbee Sees Rates Fair Bit Lower In A Year

CANADA JOBLESS RATE +6.8% VS FORECAST +6.6%, PRIOR +6.5%

MNI China Daily Summary: Friday, December 6

MNI: PBOC Net Drains CNY288.1 Bln via OMO Friday

MNI: PBOC Sets Yuan Parity Lower At 7.1848 Fri; -1.64% Y/Y

MNI: UNIV OF MICHIGAN CONSUMER SENTIMENT PRELIMINARY DEC INDEX 74.0

CANADA NOV IVEY PURCHASING MANAGERS INDEX 52.3 SA

EZ/UK Bond Supply Calendar: Austria, UK Auction on Tuesday

MNI EXCLUSIVE: EU-Mercosur Deal Close, But Likely Short-Lived - Officials

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

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

Early Eurodollar/SOFR/Tsy Option Roundup

US TSYS
Early mixed option trade, carry-over from wk opener appears two-way/consolidative with some accounts unwinding puts, modest upside call buying after underlying futures gapped lower on higher than exp CPI read for August.
  • SOFR Options:
    • Block, 4,000 short Sep/short Oct 96.12/96.25 put spd spd, 4.5
    • Block, 4,000 SFRZ2 96.25/96.50/96.75 put flys, 1.0
    • Block, total -5,000 SFRZ2 95.75/96.00/96.37/96.62 put condors, 10.25
    • Block, 9,000 SFRZ2 95.25/95.75 put spds, 9.5
    • 4,000 SFRH3 95.75/96.00 put spds
    • Block, 3,000 SFRV2 96.18/96.37 1x2 call spds, 1.75
  • Eurodollar Options:
    • 1,600 Dec 95.37/95.62 put spds,
    • 2,200 short Sep 96.06/96.12 call spds
    • Block, 10,500 short Sep 96.25 calls, 1.5 ref 96.05
  • Treasury Options:
    • 8,500 FVV 109.25/109.75 put spds, 29
    • 3,000 FVX 110.5 calls, 23.5 ref 109-15.25
    • 7,400 TYV 115 calls, 38-43
    • 2,500 TYV 115.5/117/118.5 put flys
    • 4,000 TYV 117.5/118 call spds, 2
    • 1,600 TYV 115 straddles, 150
    • 3,000 FVV 110.25 calls, 12
    • 3,000 TYV 115.25 puts, 48
    • 7,500 FVX 111.5/113.5 call spds
    • Blocks, 10,000 FVX 109.75 puts, 34-35
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.