MNI: JAPAN NOV CORP GOODS PRICE INDEX +3.7% Y/Y; OCT REV +3.6%

TRUDEAU SAYS IT LOOKS LIKE BOC WILL BE LOWERING RATE AGAIN

MNI BRIEF: Canada Commits To Just One Of Three Fiscal Anchors

MNI BRIEF: Brazil Not Even Close To Fiscal Dominance - David

CORRECTED-MNI BRIEF: Brazil Inflation Rises To 4.87% In Nov

MNI China Daily Summary: Tuesday, December 10

MNI: USDA: 2024/2025 CORN PRODUCTION EST 15.14B BSL

EZ/UK T-Bill Calendar: 12-Month BOT Auction on Wednesday

EZ/UK Bond Supply Calendar: 4.25% Jul-34 Gilt Due Wednesday

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 SOFR/Treasury Option Roundup

US TSYS
Modest late week option volumes, SOFR seeing more consistent call spd interest, Tsy options mixed w/ underlying futures holding weaker on narrow range.
  • SOFR Options:
    • Block, 4,000 SFRZ2 95.56/95.75 call spds, 0.75 ref 95.46
    • Block, 4,000 SFRU3 96.50/97.50/98.50 call trees, 4.5, more on screen, ref 95.205
    • Block, 17,500 SFRU3 97.25/98.50 2x3 call spds, 5.5, 2-leg over, ref 95.19
  • Treasury Options:
    • 2,500 TYF 112.5/114 1x2 call spds, 0-1
    • Over 6,300 TYF 114 calls, 39 ref 112-20.5
    • 2,300 TYZ 111.5 puts, 10 ref 112-14
    • 1,764 TYF 108/110 3x2 put spds
    • Over 7,500 TYZ 112.75 calls, 20 last
    • 8,500 TYZ 111.5/112 2x1 put spds ref 112-20
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.