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MNI: PBOC Sets Yuan Parity Higher At 7.0959 Weds; -4.95% Y/Y

CHINA PBOC INJECTS CNY2 BILLION VIA 7-DAY REVERSE REPOS WEDS

CHINA SETS YUAN CENTRAL PARITY AT 7.0959 WEDS VS 7.0956

MNI EM China Daily Summary: Tuesday, April 9

MNI EM China Daily Summary: Tuesday, April 9

MNI BRIEF: Japan Mar CGPI Rises 0.8% Y/Y, Higher Import Prices

MNI: JAPAN MAR CORP GOODS PRICE INDEX +0.8% Y/Y; FEB REV +0.7%

US Treasury Auction Calendar

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MNI BRIEF: Lawmakers Signal Tough Hearing For BOC's Macklem

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Late Eurodollar/SOFR/Treasury Option Roundup

US TSYS
Mostly puts on modest volume Monday appeared consolidative with accounts unwinding some rate hike insurance positions ahead Wednesday's FOMC policy annc., some light call trade reported as specs looked to fade chances of more aggressive rate hikes in November or December. Wed's FOMC (includes Summary of Economic Projections, Fed Chairman Powell news conf 30 minutes after the 1400ET annc). Highlight trade:
  • SOFR Options:
    • Block, 8,000 SFRF3 94.75/95.00 put spds, 3.75 ref 95.56-.565
    • Block, 2,500 SFRU3 94.50/95.00/95.50 put flys, 6.5 net/wings over
    • Block, +5,000 SFRZ2 95.00/95.37/95.50 broken put trees, 1.5 net ref 95.725
    • -10,000 SFRZ3 96.00/96.25 put spds, 13
    • 4,500 SFRF3 95.00/95.25 put spds ref 95.62
  • Treasury Options:
    • Block, 10,000 113.5/114.25 put spds, 17
    • 10,000 FVX 112 calls, 4.5 ref 108-29.75
    • 5,000 FVX 108.5 puts, 37.5 ref 109-00
    • 7,100 TYV 115.5 calls, 9 ref 114-11.5
    • 5,000 USZ 122-126 put spds, ref 130-17
    • 6,000 FVZ 110.5 calls 30-30.5 ref 108-30.75 to -31
    • 15,600 TYX 112 puts, 24-26 ref 114-13.5 to -10.5
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