MNI: Canada Apr-Sept Budget Deficit Widens On Spending

CANADA'S TRUDEAU: I CONTINUE TO HAVE GOOD TALKS WITH TRUMP

MNI BRIEF: Little Macro Difference On Rate Oprions- de Guindos

MNI BRIEF: PBOC Added Outright Repo For Ample Lqdty In Nov

MNI China Daily Summary: Friday, November 29

MNI BRIEF: China Extends U.S. Import Tariff Exemption List

EZ/UK T-Bill Calendar: Germany, Netherlands, France Due Monday

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

CANADA Q3 GDP ANNUALIZED +1.0% AS EXPECTED ON GOVT, CONSUMERS

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

MNI EXCLUSIVE: German Turmoil Dashes EU's Joint-Funding Hopes -Officials

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

Early SOFR/Treasury Option Roundup

US TSYS
Better downside put trade overnight, particularly in Jul'23 and Aug'23 5Y puts, as underlying futures continue to trade lows, 10Y yield climbs to 3.8148% high. Fed funds pricing in appr 38.8% chance of a 25bp hike next week, July OR Sep closer to pricing in a full hike: 91.2% and 80.0% respectively, while year end rate cut chances near 0%.
  • SOFR Options:
    • 5,000 SFRM3 94.68/94.75/94.81 put flys, ref 94.73
    • 5,000 OQM3 95.25/95.50 put spds ref 96.195
    • 4,500 OQM3 95.62 puts ref 95.785
    • 1,500 SFRN3 94.56/94.75/94.87 put flys,
  • Treasury Options:
    • over 8,000 TYN3 112 puts, 19 ref 113-00
    • 1,500 TYN3 118 calls, 1 ref 112-31.5
    • 2,000 TYN3 117.5 calls, 2 ref 113-03
    • over 6,600 FVN3 107.75 puts ref 108-06.25
    • Block, 10,000 FVQ3 108 puts, 27 vs. 108-06.25/0.50%
    • over 5,400 TYQ3 112 puts, 43 ref 113-03.5
    • Block, 10,000 FVN3 108 puts, 29 ref 108-04.5
    • Block, 10,000 FVQ3 107.25 puts, 30 ref 108-04.75
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.