-
Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM POLICY: -
EM Policy
EM Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM EM POLICY: -
G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
Launch MNI Podcasts -
Emerging Markets
Emerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
-
Commodities
Commodities
Real-time insight of oil & gas markets
-
Credit
Credit
Real time insight of credit markets
-
Data
-
MNI Research
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
-
About Us
To read the full story
Sign up now for free trial access to this content.
Please enter your details below.
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.
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 AccessLate Eurodollar/SOFR/Treasury Option Roundup
Prior to the underlying sell-off, option trade was primarily two-way with unwinds apparent. Put selling evaporated as futures continued to price in increased chances of 75bp hikes at both the November and December.
- SOFR Options:
- Block, 10,000 SFRF3 94.75 puts, 12.0 ref 95.12
- Block, 4,000 SFRF3 94.56/94.68/94.93 put flys, 5.0
- 6,700 SFRZ2 95.00 puts
- 6,000 short Dec 94.62/94.87 put spds
- Block, +10,000 SFRZ2 94.87 puts, 14.5
- Block, 4,000 SFRF 94.75/94.87 put spds, 0.5 over SFRX2 95.62 calls
- Block, 7,500 SFRm2 94.25/94.50/95.00 broken put flys
- Eurodollar Options:
- -30,000 Mar 95.75/95.87/96.12 put flys, 11.75
- +15,000 Jan 95.25/95.43/95.81 call trees, 0.0
- 2,500 Dec 95.75/96.75 call spds
- Treasury Options:
- 6,300 FVZ 111 calls, 3.5; 7,400 TYX2 115.5 calls, 11; 4,000 TUZ2 104 calls
- 8,000 TYX 109.25 puts, 10
- 7,500 TYX2 110 puts, 15 ref 111-05.5
- 3,000 TYZ2 108/110 put spds, 31
- 7,800 FVZ2 106.25 puts, 40.5
- 20,000 TYX2 108/109 put spds,
To read the full story
Sign up now for free trial access to this content.
Please enter your details below.
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.