MNI BRIEF: Fed's Goolsbee Sees Rates Fair Bit Lower In A Year

CANADA JOBLESS RATE +6.8% VS FORECAST +6.6%, PRIOR +6.5%

MNI China Daily Summary: Friday, December 6

MNI: PBOC Net Drains CNY288.1 Bln via OMO Friday

MNI: PBOC Sets Yuan Parity Lower At 7.1848 Fri; -1.64% Y/Y

BRIEF: EU-Mercosur Deal In Final Negotiations - EC

MNI: UNIV OF MICHIGAN CONSUMER SENTIMENT PRELIMINARY DEC INDEX 74.0

CANADA NOV IVEY PURCHASING MANAGERS INDEX 52.3 SA

EZ/UK Bond Supply Calendar: Austria, UK Auction on Tuesday

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
Better interest in low delta put structures overnight, underlying futures trading weaker in the short end.
  • SOFR Options:
    • 4,000 SFRU3 94.93/95.06 put spds ref 95.155
    • 3,000 OQM3 96.18/96.43 2x1 put spds ref 96.565
    • 1,500 SFRN3 94.75/95.00/95.12/95.25 broken put condors ref 95.155
    • 1,500 SFRN3 95.06/95.12 put spds vs. SFRQ3 95.12/95.50/95.81 call flys ref 95.14
    • 3,500 SFRM3 94.56/94.62/94.75 put trees rev 94.89
  • Treasury Options:
    • 2,000 TYN3 109/110/111/112 put condors ref 115-24.5
    • 1,800 FVM3 111.25 calls, 3.5 ref 109-23.5
    • 3,800 FVN3 109.5 puts, 26-26.5 ref 110-13.5 to -13.25
    • 4,300 FVN3 109.25 puts, 21.5 ref 110-13
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.