Free Trial
EGB OPTIONS

Large Bund call spread

GBP

Some momentum selling

GBP

Cable breaks 1.1500

Real-time Actionable Insight

Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.

Free Access

Early SOFR Block/Treasury Option Roundup

US TSYS
Salient trade leaning toward upside calls, call spds following latest 12k SOFR call spd block, modest 10Y call spd volume at the moment after weekly midcurve put spd trade early overnight - expires in next week.
  • SOFR Options:
    • Block, 12,000 SFRX2 96.12/96.50 call spds, 3.0 ref 95.715
    • Block, 2,500 short Dec 95.00/95.50 put spds, 12.5
  • Treasury Options:
    • 4,000 TYX2 115/117 call spds ref 112-24.5
    • 2,700 TYX2 118.5 calls, 3 ref 112-25
    • Block, 5,000 TYX2 115 calls, 18 ref 112-20.5
    • 23,000 Wk1 TY 109/110 put spds (expire next Friday)
80 words

To read the full story

Why Subscribe to

MarketNews.com

MNI is the leading provider

of news and intelligence specifically for the Global Foreign Exchange and Fixed Income Markets, providing timely, relevant, and critical insight for market professionals and those who want to make informed investment decisions. We offer not simply news, but news analysis, linking breaking news to the effects on capital markets. Our exclusive information and intelligence moves markets.

Our credibility

for delivering mission-critical information has been built over three decades. The quality and experience of MNI's team of analysts and reporters across America, Asia and Europe truly sets us apart. Our Markets team includes former fixed-income specialists, currency traders, economists and strategists, who are able to combine expertise on macro economics, financial markets, and political risk to give a comprehensive and holistic insight on global markets.
Salient trade leaning toward upside calls, call spds following latest 12k SOFR call spd block, modest 10Y call spd volume at the moment after weekly midcurve put spd trade early overnight - expires in next week.
  • SOFR Options:
    • Block, 12,000 SFRX2 96.12/96.50 call spds, 3.0 ref 95.715
    • Block, 2,500 short Dec 95.00/95.50 put spds, 12.5
  • Treasury Options:
    • 4,000 TYX2 115/117 call spds ref 112-24.5
    • 2,700 TYX2 118.5 calls, 3 ref 112-25
    • Block, 5,000 TYX2 115 calls, 18 ref 112-20.5
    • 23,000 Wk1 TY 109/110 put spds (expire next Friday)