-
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 SOFR/Treasury Option Roundup
Carry-over put trade dominated Friday's session, including several net vol short put tree buys and put condors in short end SOFR options.
- SOFR Options:
- Block, 3,500 SFRU3 95.25/95.50 put spds, 14.5 ref 95.30
- Block, 2,500 SFRU4 93/95 put spds, 9.0 ref 96.98
- Block, 4,000 SFRU3 95.25/95.50 put spds, 14.5 ref 95.295
- Block, 16,000 SFRU3 94.87/95.00/95.25 broken put flys, 7.5 ref 95.295
- 5,000 SFRH3 95.62 vs. EDH3 95.37 call spds
- +5,000 SFRJ 95.31/95.43 call spds, 2.0 (covers March FOMC)
- +5,000 SFRU 95.00/95.50/96.00 call flys, 13.5
- Block, 2,500 OQH3 95.75/96.00 put spds, 7.5 vs. 96.20/0.10%
- Block/screen, +16,200 SFRG3 95.12/95.18/95.25 put trees, 1.25-1.5, ref 95.16-.15
- 4,000 SFRZ3 95.00 puts, 12.0 ref 95.705
- Block, 1,900 SFRU3 94.75/95.00/95.25 put trees, 4.0 ref 95.315
- Block, 5,000 SFRH4 93.00/94.00 put spds, 2.5 vs. 96.195/0.05%
- over 8,500 SFRU3 95.50 calls, ref 95.345
- Block, total 7,500 SFRH3 95.12/95.37 call spds, 8.0 ref 95.17
- 1,450 SFRG3 94.93/95.00/95.06/95.12 put condors ref 95.175
- Block, 5,000 SFRH3 95.00/95.06/95.18/95.25 put condors, 3.25 ref 95.17
- Treasury Options:
- 3,000 TYH3 117.5 calls, 20 ref 115-05.5
- 3,500 TYH3 116 calls, 47 ref 115-05
- 5,000 wk3 TY 114/114.75 2x1 put spds, 3 net ref 115-05 (expire next Fri)
- 5,000 TYG3 112 puts, 3 ref 115-00.5 -02.5
- +5,000 USH3 121/123/125/127 put condors, 18
- 2,000 USG3 127/127.5/128.5 broken put flys ref 130-14
- 2,100 TYG3 114.25/115 2x1 put spds ref 115-09
- 4,000 wk3 TY 112.75/113.75 put spds ref 115-07.5
- 30,000 TYG 111/112 put spds ref 115-04
- 2,000 TYG3 112.75/113.75 put spds, ref 115-03.5
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.