MNI China Daily Summary: Friday, February 3

MNI BRIEF: Professional Forecasters Up Inflation Outlook: ECB

MNI BRIEF: China To Fully Reopen Borders With HK and Macau

MNI: US ISM JAN SERVICES COMPOSITE INDEX 55.2

RBA Watch

MNI: US JAN S&P GLOBAL FINAL SERVICES PMI 46.8 (FLASH 46.6); DEC 44.7

(RPT)MNI INTERVIEW: BOC In One And Done Zone - Chamber

Rpt- MNI INTERVIEW: BOC Losses May Dent Inflation Fight- Tombe

MNI BRIEF: EU Sees Statement After UK-EU Talks This Afternoon

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NATURAL GAS

TTF Heading for Small Weekly Gain on Higher Demand

OPTIONS

Expiries for Feb06 NY cut 1000ET (Source DTCC)

WHITE HOUSE

Biden Talks Up Jobs Report, Refuses To Speak On China Balloon Issue

REFINING

Uniper's Fujairah Refinery Has Begun Maintenance

CANADA

CAD Swings From Bottom To Top Of G10 FX Pack

LATAM FX

US Data Further Boosts Greenback, Weighs On Local Currencies

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Early SOFR/Eurodollar/Treasury Option Roundup

US TSYS
BulletMarketsFixed Income NewsHomepage
Mixed overnight trade with better put volumes in SOFR and Tsy options, hedging reversal of current stronger underlying futures in the event of hot CPI read this morning (MoM 0.6% est vs. 0.4% prior; YoY 7.9% est). Salient trade:
  • SOFR Options:
    • 1,500 short Nov 95.25/95.37/95.43/95.56 put condors ref 95.35
    • 2,500 SFRX 95.37/95.43/95.50/95.56 call condors ref 95.41
    • 2,000 SFRH3 94.93/95.12/95.31 call flys ref 94.975
    • 14,300 SFRZ3 94.25 puts, ref 95.33 to -.32
    • 1,500 SFRJ 94.37/94.62/94.87 put flys
  • Eurodollar Options:
    • 2,000 short Nov 95.25 calls, ref 95.045
    • 5,000 Dec 95.00/95.12/95.25 call flys
    • 3,000 Dec 95.12 calls
  • Treasury Options:
    • 1,600 FVZ 106.75 straddles ref 106-18.25
    • 2,500 FVZ 105.5/106 put spds, 5 ref 106-13.25
    • 3,500 TYZ 109 puts, 15 ref 110-13.5
    • 4,000 TYF3 113/114 call spds, 12 ref 110-25 to -23.5
    • 5,000 FVZ 105 puts, 5 ref 106-16.75
    • Block, 10,000 FVZ2 105.5/106.75 put spds, 28.5
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Mixed overnight trade with better put volumes in SOFR and Tsy options, hedging reversal of current stronger underlying futures in the event of hot CPI read this morning (MoM 0.6% est vs. 0.4% prior; YoY 7.9% est). Salient trade:
  • SOFR Options:
    • 1,500 short Nov 95.25/95.37/95.43/95.56 put condors ref 95.35
    • 2,500 SFRX 95.37/95.43/95.50/95.56 call condors ref 95.41
    • 2,000 SFRH3 94.93/95.12/95.31 call flys ref 94.975
    • 14,300 SFRZ3 94.25 puts, ref 95.33 to -.32
    • 1,500 SFRJ 94.37/94.62/94.87 put flys
  • Eurodollar Options:
    • 2,000 short Nov 95.25 calls, ref 95.045
    • 5,000 Dec 95.00/95.12/95.25 call flys
    • 3,000 Dec 95.12 calls
  • Treasury Options:
    • 1,600 FVZ 106.75 straddles ref 106-18.25
    • 2,500 FVZ 105.5/106 put spds, 5 ref 106-13.25
    • 3,500 TYZ 109 puts, 15 ref 110-13.5
    • 4,000 TYF3 113/114 call spds, 12 ref 110-25 to -23.5
    • 5,000 FVZ 105 puts, 5 ref 106-16.75
    • Block, 10,000 FVZ2 105.5/106.75 put spds, 28.5