Free Trial
BOBL TECHS

(Z2) Still Trading Above Support

BUND TECHS

(Z2) Resistance Still Exposed

Real-time Actionable Insight

Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.

Free Access

Late Eurodollar/SOFR/Treasury Option Roundup

US TSYS

Two-way put trade leaning towards better selling as accts unwind near term downside insurance ahead Wed's FOMC policy annc, 75bp hike expected. Summary of Economic Projections at 1400ET followed by Chair Powell presser at 1430ET. Debate over forward guidance into year end spurring some upside call buying in Dec. followed by sporadic put buyers in the second half. Highlight SOFR Option:

  • +9,000 SFRH3 94.25/95.25 put spds 0.5 over 95.6296.12 call spds ref 95.55
72 words

To read the full story

Why Subscribe to

MarketNews.com

MNI is the leading provider

of news and intelligence specifically for the Global Foreign Exchange and Fixed Income Markets, providing timely, relevant, and critical insight for market professionals and those who want to make informed investment decisions. We offer not simply news, but news analysis, linking breaking news to the effects on capital markets. Our exclusive information and intelligence moves markets.

Our credibility

for delivering mission-critical information has been built over three decades. The quality and experience of MNI's team of analysts and reporters across America, Asia and Europe truly sets us apart. Our Markets team includes former fixed-income specialists, currency traders, economists and strategists, who are able to combine expertise on macro economics, financial markets, and political risk to give a comprehensive and holistic insight on global markets.

Two-way put trade leaning towards better selling as accts unwind near term downside insurance ahead Wed's FOMC policy annc, 75bp hike expected. Summary of Economic Projections at 1400ET followed by Chair Powell presser at 1430ET. Debate over forward guidance into year end spurring some upside call buying in Dec. followed by sporadic put buyers in the second half. Highlight SOFR Option:

  • +9,000 SFRH3 94.25/95.25 put spds 0.5 over 95.6296.12 call spds ref 95.55