MNI: US HOUSE FINANCIAL SERVICES ANNOUNCES HEARING ON SVB, SIG

MNI BRIEF: Canada Feb Teranet Home Price Index Record -11% YOY

MNI China Daily Summary: Friday, March 17

MNI DATA FORECASTS: Fed, BOE To Lead

Fed Watch

MNI: US FEB INDUSTRIAL PROD +0.0%; CAP UTIL 78.0%

MNI BRIEF: Fed, Treasury, FDIC-Big Banks Back First Republic

MNI BRIEF: Trudeau Justified Using Emergency Act, Judge Finds

MNI: Canada Boosting Health Spending CAD46.2B Over 10 Years

© 1982-2023 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

MNI: US HOUSE FINANCIAL SERVICES ANNOUNCES HEARING ON SVB, SIG

USDCAD TECHS

Pullback Considered Corrective

AUDUSD TECHS

Corrective Cycle

EURJPY TECHS

Corrective Bounce

US

US Voters Support Bank Rescue Measures But Consider It A "Bailout"

USDJPY TECHS

Short-Term Trend Needle Points South

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 Access
Trending Top 5
Market News Topics

Late SOFR/Treasury Option Roundup

US TSYS
BulletMarketsFixed Income NewsHomepage
Chasing Direction, early session wing trade turned bearish briefly as underlying futures scaled off first half highs.
  • SOFR Options:
    • Block, 2,500 SFRG3 95.12/95.18/95.25 call flys, 2.0 ref 95.17
    • Block, 10,000 SFRU3 96.25/96.75 call spds, 2.5 ref 95.335
    • Block, 7,500 SFRU3 94.75/95.00 put spds, 0.5 over OQU3 95.62 puts
    • 4,000 SFRK3 94.62/94.87/95.38/95.62 call condors ref 95.135
    • Block, 2,500 OQH3 95.00/95.62 put spds vs. SFRK3 94.75/95.00 put spds, 1.0 net, May over
    • 2,600 SFRG3 95.06/95.18 put spds, 3.75 ref 95.16
    • 5,000 2EG3 97.12/97.37 call spds, ref 96.92 -.915
    • 9,700 SFRZ3 93.00/94.00 put spds ref 95.665-.675
  • Treasury Options:
    • 5,000 USM3 129/130 put spds, 21 ref 113-11
    • 5,000 TYH3/TYG3 118 1x2 call calendar spd, 11 ref 115-23.5
    • -1,250 TYG 116 calls, 22, total volume over 23k
    • +5,000 USJ 129/130 put spds, 21 ref 132-29
    • -5,000 FVG3 110.5 calls, 12.5 ref 110-04, total volume over 14.5k
    • Block, 7,500 TYG3 114.75/115 call spds, 11 ref 115-23.5, more on screen
    • Block, 15,000 FVG3 109.5/110 call spds, 21 ref 110-06
    • 5,000 TYG3 114 puts, 7 ref 115-10, total volume over 28k
    • Update, over +30,000 TYG 116.5 calls, 7-11
    • over 40,000 TYG3 112/113 put spds, 2 ref 115-06
    • 5,000 weekly midcurve 10Y 114/114.5 put spds
    • 4,000 wk3 10Y 112.75/113.75 put spds, 0.0
    • 3,600 FVH3 108.25 calls, 142 ref 109-20.75
188 words

To read the full story

Why Subscribe to

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.
Chasing Direction, early session wing trade turned bearish briefly as underlying futures scaled off first half highs.
  • SOFR Options:
    • Block, 2,500 SFRG3 95.12/95.18/95.25 call flys, 2.0 ref 95.17
    • Block, 10,000 SFRU3 96.25/96.75 call spds, 2.5 ref 95.335
    • Block, 7,500 SFRU3 94.75/95.00 put spds, 0.5 over OQU3 95.62 puts
    • 4,000 SFRK3 94.62/94.87/95.38/95.62 call condors ref 95.135
    • Block, 2,500 OQH3 95.00/95.62 put spds vs. SFRK3 94.75/95.00 put spds, 1.0 net, May over
    • 2,600 SFRG3 95.06/95.18 put spds, 3.75 ref 95.16
    • 5,000 2EG3 97.12/97.37 call spds, ref 96.92 -.915
    • 9,700 SFRZ3 93.00/94.00 put spds ref 95.665-.675
  • Treasury Options:
    • 5,000 USM3 129/130 put spds, 21 ref 113-11
    • 5,000 TYH3/TYG3 118 1x2 call calendar spd, 11 ref 115-23.5
    • -1,250 TYG 116 calls, 22, total volume over 23k
    • +5,000 USJ 129/130 put spds, 21 ref 132-29
    • -5,000 FVG3 110.5 calls, 12.5 ref 110-04, total volume over 14.5k
    • Block, 7,500 TYG3 114.75/115 call spds, 11 ref 115-23.5, more on screen
    • Block, 15,000 FVG3 109.5/110 call spds, 21 ref 110-06
    • 5,000 TYG3 114 puts, 7 ref 115-10, total volume over 28k
    • Update, over +30,000 TYG 116.5 calls, 7-11
    • over 40,000 TYG3 112/113 put spds, 2 ref 115-06
    • 5,000 weekly midcurve 10Y 114/114.5 put spds
    • 4,000 wk3 10Y 112.75/113.75 put spds, 0.0
    • 3,600 FVH3 108.25 calls, 142 ref 109-20.75