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(RPT) MNI: RBA Labour Market Rethink Seen Making Cuts More Distant

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MNI: PBOC Sets Yuan Parity Lower At 7.1139 Mon; +1.97% Y/Y

CHINA PBOC CONDUCTS CNY471 BILLION VIA 7-DAY REVERSE REPOS MON

EZ/UK Bond Supply Calendar: EFSF RfP Sent; IT, DE Due Tuesday

MNI: BELGIUM AUG BNB BUSINESS SURVEY -12.6

MNI:US JUL DURABLE NEW ORDERS +9.9%; EX-TRANSPORTATION -0.2%

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

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Eurodollar/SOFR/Tsy Option Roundup

US TSYS
  • SOFR Options:
    • +3,000 SFRZ2 97.75/98.00 call spds, 2.0
    • 6,250 SFRV2 95.75/95.93/96.06/96.25 put condors
  • Eurodollar Options:
    • +5,000 Dec 95.25/96.00 2x1 put spds, 5.5, adds to Tue buys
    • 3,000 short Sep 96.00/96.37 put spds
    • 11,200 short Dec 97.75/98.25 call spds
    • 3,000 Mar 95.75/96.75 put spds
    • 0-negative rate hedge? late overnight buying in Mar'23 100, Jun'23 100.12 calls at 1.5, and Red Se'23 100.12 and 100.25 calls at 2.0
  • Treasury Options: (July options expire Friday)
    • 5,000 TYU 116.5 puts, 1-44
    • 2,000 FVU 115 calls, 6
    • 4,000 TYN 115.5 puts, 6
    • 2,000 FVQ 109.5 puts, 22
    • 3,000 TYU 115 puts, 101
    • 2,500 TYU 117/118 put spds
    • over 30,000 wk1 TY 113/114 put spds
    • Block, 5,000 TYN 118/119.25 put spds, 115
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