Free Trial

Early SOFR/Treasury Option Roundup

US TSYS
Mixed flow on modest overnight volumes ahead Wed's FOMC annc:
  • SOFR Options:
    • 2,000 OQM3 96.06/96.56 3x2 put spds ref 96.48
    • Block, 3,500 SFRG3 95.06/95.12 put spds, 1.25 vs. 95.145/0.12%
    • over 8,000 SFRG3 95.12/95.18 strangles ref 95.16
    • 3,500 SFRZ3 94.50 puts, 4.5 ref 95.545
  • Treasury Options:
    • 2,000 TYH3 118 calls, 4 ref 114-12.5
    • over 18,000 TYH3 115.5 calls, 25-27 ref 114-15 to -17.5

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.