MNI China Daily Summary: Friday, April 19

MNI BRIEF: China Hog Market More Balanced In Q2 - Ministry

MNI: PBOC Conducts CNY2 Bln Via OMO Fri; Liquidity Unchanged

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

MNI: PBOC Sets Yuan Parity Higher At 7.1046 Fri; -5.03% Y/Y

CHINA SETS YUAN CENTRAL PARITY AT 7.1046 FRI VS 7.1020

INE Business Confidence Data Supports Upward Revisions In Q1 GDP Forecasts

MNI: GERMANY FEB PRODUCER PRICES -2.9% Y/Y

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

MNI BRIEF: Poilievre Calls QE 'Scam' And Would Limit BOC Remit

MNI: Growth Drag From Net Zero Carbon Goal Can Be Offset-OECD

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Late SOFR/Eurodollar/Treasury Option Roundup

US TSYS
Option trade remained mixed Monday, carry over from overnight as underlying futures unwound last Fri's long-end bid. Futures off midmorning lows after the bell.
Better put trade on net, sellers/unwinds in low-delta SOFR options, Tsys saw better put buying, call squaring in Eurodollar options. Salient trade:
  • SOFR Options:
    • Block, 10,000 SFRH3 94.81/94.87 2x1 put spds, 4.5-4.75 ref 95.05 to -0.06
    • +20,000 SFRZ2 97.12/98.12 call spds, 8.75
    • -10,000 short Jan 95.87 puts, 14.5
    • 3,000 short Dec 95.00/95.12/95.12/95.25/95.37 put condors ref 95.60
    • Block, 6,000 SFRZ 93/94/95 put flys, 8.0 ref 96.935
    • 2,000 SFRF3 95.06/95.18/95.25/95.37 call condors, ref 95.085
  • Eurodollar Options:
    • 2,500 Blue Dec 97.12/97.37 call spds ref 96.92
    • 6,500 Dec 95.12/95.18 call spds ref 95.175 to -.1725
  • Treasury Options:
    • -5,000 FVG 107 puts, 5.5 ref 108-27
    • +10,000 TYF 113 puts, 28 ref 114-03, total volume >37k tied to earlier spds
    • 5,000 TYF 113.5 puts, 41 ref 114-00.5 to -01
    • 3,000 TYH 108/110 put spds
    • 3,000 TYG 109.5/111 put spds
    • 4,000 TYF 114 puts, 25 ref 114-08.5
    • 2,500 TYF 113/114/114.75 put flys
    • Over 20,500 TYF 112.5 puts, 17-18 ref 114-09 to -08.5
    • 3,000 TYF 113/114.5 3x2 put spds vs. TYF 114.5/116 2x3 call spds
    • 5,000 TYF 113 puts, 25 ref 114-08.5
    • +3,000 TYG 109.5/111 put spds, 12
    • +4,600 TYF 112 puts, 10-11
    • 4,900 wk3 TY 112.75 puts, 12
    • +10,000 TYF 113/114/114.75 broken put flys, 3 vs. 114-24/0.05%
    • 1,400 USZ 137 calls, 9 ref 129-20
    • 5,000 TYF 112.5/113.5 put spds
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