MNI China Daily Summary: Monday, July 29

MNI: China CFETS Yuan Index Up 0.15% In Week of Jul 26

MNI: PBOC Net Injects CNY243.37 Bln via OMO Monday

MNI: PBOC Sets Yuan Parity Higher At 7.1316 Mon; -1.56% Y/Y

CHINA PBOC CONDUCTS CNY301.57 BILLION VIA 7-DAY REVERSE REPOS MON

CHINA SETS YUAN CENTRAL PARITY AT 7.1316 MON VS 7.1270

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

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Early SOFR/Treasury Option Roundup

US TSYS
Modest option volumes noted overnight, carry-over downside put spreads, flys in SOFR options with underlying futures trading weaker. Treasury options seeing slightly better call trade in 5s and 30s w/Tsy futures climbing off late overnight lows. Tsys gapped lower Sunday evening after OPEC+ announced over 1M bbl/day production cut, surprising markets and underscoring inflation concerns.
  • SOFR Options:
    • 3,900 SFRM3 94.37/94.68/94.87 put flys, ref 95.09
    • 3,000 OQJ3 95.87/96.00/96.25 broken put flys, ref 96.385 to -.37
    • Block, 4,400 SFRM3 94.43/94.56 put spds, .75 ref 95.07
  • Treasury Options:
    • 1,000 FVK3 112/114/115 call flys vs. FVM 112/113/113.5 call flys
    • over 5,200 FVM3 110.75 calls, 36-37 ref 109-10 to -10.25
    • 2,000 TYK3 110.5/111/112 broken put flys ref 114-24
    • 2,000 USK3 138/140 call spds, 6 ref 130-27
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