BOC SAYS DOESN'T NEED TO ALTER PATH OF QT RIGHT NOW

this is a test, please ignore

MNI BRIEF: Text of Bank Of Canada Interest-Rate Decision

MNI China Daily Summary: Wednesday, July 24

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

MNI: PBOC Sets Yuan Parity Higher At 7.1358 Weds; -0.98% Y/Y

US Treasury Auction Calendar

EZ/UK Bond Supply Calendar: BTP Short Term and BTPeis on Thursday

EZ/UK T-Bill Calendar: Italy, UK Auction on Friday

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

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Early SOFR/Eurodollar/Treasury Option Roundup

US TSYS
Mixed SOFR trade w/slightly better put volume picks up last few minutes, Tsy options seeing better 10Y call interest, recent 5Y put buyer.
  • SOFR Options:
    • 3,500 short Dec 95.12/95.37/95.62 put flys
    • Block, 8,000 SFRZ 95.75/95.87 call spds, cab, more on screen
    • 4,000 short Dec 96.00 calls, 6.5-7.0 ref 95.63 -64.5
    • Block, 4,500 SFRH4 95.00/95.25/95.50/95.75 put condors, 3.5
    • Block, 2,500 Green Dec 96.12/96.25/96.50 broken put flys, 4.5
  • Eurodollar Options:
    • 2,500 Dec 94.75/94.87/95.00 put flys ref 95.015
  • Treasury Options:
    • 4,400 TYZ 113/114 call spds, 24
    • 11,600 FVZ 106.75 puts, 3 ref 108-03.5
    • 3,300 FVZ 108.25 calls ref 108-04
    • 2,500 TYZ 113.75 calls 5 over 111.75/112.5 put spds ref 112-31
    • 7,500 TYZ 114 calls, 12 ref 113-01.5
    • 3,600 TYZ 111 calls, 219 ref 113-04.5
    • 2,700 TYF 111.5/114.5 call spds ref 113-14
    • 3,600 FVF 107.75/108.5 call spds ref 108-18.75
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