BOC SAYS DOESN'T NEED TO ALTER PATH OF QT RIGHT NOW

this is a test, please ignore

MNI BRIEF: Text of Bank Of Canada Interest-Rate Decision

MNI China Daily Summary: Wednesday, July 24

MNI: PBOC Net Drains CNY203.9 Bln Via OMO Wednesday

MNI: PBOC Sets Yuan Parity Higher At 7.1358 Weds; -0.98% Y/Y

US Treasury Auction Calendar

EZ/UK Bond Supply Calendar: BTP Short Term and BTPeis on Thursday

EZ/UK T-Bill Calendar: Italy, UK Auction on Friday

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

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

Early SOFR/Treasury Option Roundup

US TSYS
Modest overall option volume overnight while underlying futures see an improvement from Monday levels (TYM3 300k at moment compared to 818k late Monday). SOFR options seeing better put trade in May and Jun midcurves. Treasury options see slightly better 10Y call volumes with underlying climbing back near April 14, pre-Retail Sales levels: TYM3 115-15 (+19) high this morning, 10Y yield marks 3.4334% low. Salient trade:
  • SOFR Options:
    • 2,000 SFRK3 94.87/95.00 put spds vs. SFRK3 95.43 calls ref 94.935
    • Block, 12,000 OQM3 95.87/96.25 put spds, 11.0 ref 96.525
    • Blocks, total 14,500 OQK3 96.00 puts, 2.5-3.0 ref 96.53 to -.515
  • Tsy Options:
    • 6,800 FVM3 108.5/109.5 put spds 25.5 ref 109-28.25
    • 2,000 TYM3 114.5/116.5 call spds, 56 ref 115-14.5
    • 2,500 FVM3 111/112 call spds, ref 109-28.75
    • over 8,200 wk4 TY 116 calls, 11 ref 115-14.5
    • 7,800 TYM3 116.5 calls, 34-36 ref 115-06.5
    • 2,500 TYM3 115 puts, 54 ref 115-12.5
    • 1,500 TYM2 117.5/119.5 call spds ref 115-05.5
    • 3,000 TYM3 113.5 puts, 25 ref 115-06
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.