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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.
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Free AccessEarly SOFR Option Roundup
- SOFR Options:
- 4,000 OQM3 97.00/97.12 call spds ref 96.49
- 4,000 OQK3 98.50 calls, 2.0 ref 96.53
- 1,000 SFRZ3 94.50/94.75/95.00 put flys ref 95.82
- 1,000 OQJ3 94.50/94.75/95.00 put flys ref 96.525
- 2,100 SFRM3 94.87/95.00/95.25/95.37 call condors ref 95.24
- 1,500 SFRZ3 94.75/94.87/95.00/95.25 put condors ref 95.785
- Block, 6,000 SFRZ3 96.25/96.62 call spds, 9.0 ref 95.745
- 1,000 OQM3 97.75/98.00 1x2 call spds
- 1,000 SFRJ3 95.31/95.43/95.56 call flys, ref 95.22
- Note on Tuesday's Massive Block: +140,000 OQJ3 (April midcurve) 95.00 puts, 1.0 vs. -80,000 OQJ3 95.37 puts, 1.75 splits. Open interest for the 95.00 put only declined 7,600 to 140,433 while the 95.37 put OI held steady at 113,355. Some option desks said the 95.37 leg was a buy yesterday, while others report the package as a ratio put spd for even net.
- Elsewhere, ongoing Dec'23 put volume said to be covering shorts, particularly in 95.50 puts. Yesterday saw 49,801 SFRZ3 95.50 puts trade while open interest declined 7,992 to 240,370. Total Dec SOFR put volume Tuesday was 257,497 while open interest declined -8,168 according to CME Group data.
To read the full story
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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.