FREELAND: CANADA WON'T ESCALATE OR BACK DOWN ON US TRADE FIGHT

MNI: PBOC To Aim To Drive Inflation Higher- Advisors

MNI: China To Issue More Bonds As Stimulus Targets Consumption

MNI: PBOC To Aim To Drive Inflation Higher- Advisors

MNI: China To Issue More Bonds As Stimulus Targets Consumption

MNI BRIEF: China Nov M1 Decline Narrows, M2 Slows

EZ/UK T-Bill Calendar: 8/13/28/50-Week BTF Auction on Monday

EZ/UK Bond Supply Calendar: 4.125% Jul-29 Gilt Due on Tuesday

MNI: CANADA OCT WHOLESALE SALES +3.3%; EX-AUTOS +0.5%

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

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
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.