FREELAND: CANADA WON'T ESCALATE OR BACK DOWN ON US TRADE FIGHT

MNI: PBOC To Aim To Drive Inflation Higher- Advisors

MNI: China To Issue More Bonds As Stimulus Targets Consumption

MNI: PBOC To Aim To Drive Inflation Higher- Advisors

MNI: China To Issue More Bonds As Stimulus Targets Consumption

MNI BRIEF: China Nov M1 Decline Narrows, M2 Slows

EZ/UK T-Bill Calendar: 8/13/28/50-Week BTF Auction on Monday

EZ/UK Bond Supply Calendar: 4.125% Jul-29 Gilt Due on Tuesday

MNI: CANADA OCT WHOLESALE SALES +3.3%; EX-AUTOS +0.5%

MNI EXCLUSIVE: EU-Mercosur Deal Close, But Likely Short-Lived - Officials

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

Late SOFR/Eurodollar/Treasury Option Roundup

US TSYS

Low delta put and put spreads reported Friday, lighter volumes ahead the weekend. Underlying futures weaker but well off early session lows, cautious hedging ahead next Wednesday's FOMC policy anns.

  • SOFR Options:
    • Block, total 30,000 SFRM3 96.00/EDM3 95.87 call spds, 0.0
    • Block, 9,000 OQM3 95.50 puts, 5.0 vs. 96.50/0.10%
    • over +10,000 SFRK3 94.75/94.87 5x4 put spds, 3.25 (active strikes after paper bought SFRK3 94.75/95.00 2x1 put spds and 94.75/94.87/95.00 put flys over last week; OI 57/686 in 94.75 put, 110,324 in 94.87 put)
    • 2,000 SFRZ3 96.50/97.00/97.50/98.00 call condors ref 95.59
    • Block/screen, 10,000 OQH3 95.62/95.87 put spds, 6.0-6.5 ref 96.085 -.08
    • 5,000 SFRM4 98.25/98.50 call spds, ref 96.555
  • Eurodollar Options:
    • 10,000 EDM3 94.75 puts, 5.5 ref 94.92
  • Treasury Options:
    • 3,500 TYH3 114/117 call spds ref 114-15.5
    • over 13,000 TYG 115 puts, 39-37
    • 10,000 TUH3 102.25 puts, 4 ref 102-27
    • over 6,000 FVH 109 puts, 27.5-29.5 ref 109-10.25 -10
BulletMarketsFixed Income BulletsHomepage
BulletMarketsFixed Income BulletsHomepage

To read the full story

Close

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.