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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.
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Free AccessLate Eurodollar/SOFR/Treasury Option Roundup
Session trade remained mixed by the close, moderate downside put buying in addition to fair amount of upside call buying from specs looking to fade the continued selling in underlying vs. pick-up in put and vol buyers amid chatter of BOE emergency rate hike after the CB hiked 50bp last Thu.
- SOFR Options:
- Block, 10,000 SFRV 95.43/95.56 put spds, 4.0
- +8,000 short Mar 97.50/98.00 call spds, 2.75 ref 95.795
- 3,500 SFRZ2 96.37/96.50/96.62/96.75 put condors
- Block, 2,000 short Dec 96.75/96.87 call spds, 1.0 vs. 95.55/0.05%
- Block, 3,000 short Oct 96.25/96.75 call spds, 1.5 vs. 95.57/0.05%
- Eurodollar Options:
- 8,500 Dec 94.68/95.12 1.5x1 put spds
- 3,000 short Oct 95.00/95.50 put spds
- 2,000 Dec 95.56 calls
- Treasury Options:
- 5,000 TYX 111/112/113 put flys
- Block, 10,000 FVX2 106.75/108.75 2x1 put spds, 12
- 3,000 USX2 120/125 put spds, 55 ref 127-31
- 4,000 FVX 110/112 call spds
- Update, over 17,000 TYX2 110 puts adds to Block
- 7,000 FVZ2 110 calls, 15.5
- Block, 10,000 TYZ2 120 calls, 6 ref 111-30
- 5,000 TYZ2 117.5 calls, 15 ref 111-29.5
- 5,000 TYZ2 118 calls, 13 ref: 111-29.5
- 1,750 FVX2 105.5 puts, 17
- 4,000 FVX2 106.5 puts, 32 ref 107-05.75
- Block, 5,000 TYX2 114 calls, 31
- Block, 10,000 FVX2 106.75/108.25 2x1 put spds, 12
- Block, 5,000 FVX2 106.5 puts, 34
- Block, 5,000 TYX2 110 puts, 31
- Block, 10,000 TYX2 110/114 strangles, 58
To read the full story
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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.