MNI BRIEF: BOC Cutting To 3% Next Year, Ex Governor Dodge Says

MNI BRIEF: Output Gap Shut, Wage Growth Too Fast - BOE Greene

BRIEF: EU-Mercosur Deal In Final Negotiations - EC

MNI China Daily Summary: Thursday, Dec 5

MNI BRIEF: China Construction Output Slows In November

MNI: PBOC Net Drains CNY153 Bln via OMO Thursday

US EIA:NAT GAS STORAGE -30 BCF TO 3,937 BCF NOV 29 WK

MNI: CANADIAN OCT TRADE BALANCE CAD -0.9 BILLION

MNI: US OCT TRADE GAP -$73.8B VS SEP -$83.8B

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 overall volumes overnight, focus appears to be centered around Treasury call structures in 2s-10s.
  • SOFR Options:
    • 2,500 SFRM3 95.00/95.25/95.50 call flys ref 95.22
    • 3,000 SFRM3 94.62 puts, 1.5 ref 95235
    • 2,200 OQJ3 97.37/97.50 call spds, ref 96.89
  • Treasury Options:
    • 1,500 FVK3 111/112/112.5 broken call flys ref 110-27.5
    • 1,500 FVK3 110.75 puts, ref 110-25
    • 2,000 TYK 118 calls, 25 ref 116-17.5
    • 2,000 TUM3 104.75/105 call spds ref 103-28
    • 1,500 FVM3 109 puts, 22 ref 110-28.5
    • 1,300 TYK3 117/118/119 call flys, ref 116-20
    • 2,200 TYK3 118 calls, 25 ref 116-15
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.