MNI BRIEF: China To Boost Consumer Spending, New Industries

MNI BRIEF: China Enhances Fiscal Response To Boost Economy

MNI BRIEF: China To Promote Migrates' Rights, Reform Hukou System

MNI: PBOC Net Injects CNY57 Bln Via OMO Fri; Rates Unchanged

MNI: PBOC Sets Yuan Parity Higher At 7.1315 Fri; -0.52% Y/Y

CHINA PBOC CONDUCTS CNY59 BILLION VIA 7-DAY REVERSE REPOS FRI

Intermediate PPI Deflation Continues To Fade in June

MNI: GERMANY JUNE PPI  +0.2 % M/M (+0.1% FCAST, 0.0% PRIOR)

Disappointing data but no market reaction

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

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

Late Eurodollar/SOFR/Treasury Option Roundup

US TSYS

Limited second half option volume included a buy og 12,000 Oct 2Y 105.75 calls at 2.5 (opener). First half highlight: chunky limited downside SOFR put fly buyer targeting 96.00 by year end, SFRZ2 currently trading 96.36 (+0.005)

  • SOFR Options:
    • +40,000 SFRZ2 95.50/96.00/96.50 put flys, 8.5
    • 3,000 short Sep SOFR 96.12/96.37/96.62 put flys
    • 2,000 SFRM3 99.50 puts 11.5
    • Block, 2,700 SFRM3 94.00 puts, 4.0
  • Eurodollar Options:
    • 2,500 Dec 96.25 calls, 13.5
  • Treasury Options:
    • 12,000 TUV 105.75 calls, 2.5
    • 2,500 FVZ 112 calls
    • 5,000 TYU 118.25/118.75 call spds, 5
    • -2,000 TYX 118.5 calls, 63 vs. 117-14/0.40%
    • 3,000 TYV 117/117.5 put spds 13 over TYV 119/119.5 call spds
    • 5,000 TYV 113/114 put spds, 4 ref 117-08
    • 3,000 FVV 109.75/111 put spds
    • +2,000 USU 135 puts, 12
    • 2,500 TYU 117.25/117.75 1x2 call spds
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.