MNI China Press Digest July 26: Deposit Rates, Fiscal, PBOC

MNI: PBOC Net Injects CNY299.05 Bln via OMO Fri

MNI: PBOC Sets Yuan Parity Lower At 7.1270 Fri; -0.95% Y/Y

CHINA PBOC CONDUCTS CNY358.05 BILLION VIA 7-DAY REVERSE REPOS FRI

CHINA SETS YUAN CENTRAL PARITY AT 7.1270 FRI VS 7.1321

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Japan Tokyo Jul Core CPI +2.2% Y/Y

MNI BRIEF: Japan July Tokyo Core CPI Rises 2.2% Vs. June's 2.1%

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

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Early SOFR/Treasury Option Roundup: Better Call SOFR

US TSYS
Despite a moderate decline in underlying futures, overnight option trade favoring upside call structures in SOFR and Treasury 5Y options - carry-over speculative hedging after the Fed opened the door to a potential pause in June.
  • SOFR Options:
    • 19,450 SFRM3 94.93/95.06/95.18 call flys, 0.5 ref 94.985
    • 4,250 SFRK3 95.50 calls, 1.25 ref 94.985
    • 9,000 SFRM3 95.12/95.62 call spds ref 94.985
    • 10,000 SFRU3 95.50/96.00 call spds, ref 95.41 to -.415
  • Treasury Options:
    • 5,300 FVM 111.25 calls ref 110-19.75
    • Block, 10,000 FVM3 111 calls, 34.5 vs. 110-20.25/0.43%
    • 1,500 FVU3 106.5/108/109.5 put flys ref 111-10
    • 3,000 USM3 128/130 put spds
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