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

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

MNI: PBOC Sets Yuan Parity Lower At 7.1043 Mon; -4.74% Y/Y

MNI BRIEF: China’s April Loan Prime Rate Unchanged

CHINA SETS YUAN CENTRAL PARITY AT 7.1043 MON VS 7.1046

MNI China Daily Summary: Friday, April 19

MNI: BAKER HUGHES US RIG COUNT 619; OIL RIGS 511; GAS RIGS 106

EZ/UK Bond Supply Calendar: EU, UK Synd W/C 22 Apr, BoE APF Mon

EZ/UK T-Bill Calendar: Germany, France Auction on Monday

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/Treasury Option Roundup

US TSYS

Heavier block/cross volume remained mixed Tuesday: recent put buying looking for underlying to continue to reverse yesterday's banking crisis driven rally, call buyers looking for rebound on flat monetary policy guidance hopes.

  • SOFR Options:
    • Block, 10,000 SFRK3 94.81/94.93 put spds, 5.0 vs. 95.31/0.05%
    • Block, 26,000 SFRJ3 95.31/95.43 call spds, 5.0 vs. 95.235/0.06%
    • 8,500 SFRJ3 94.87/95.25 put spds ref 95.615
    • 7,500 SFRM3 95.31/95.43/95.56 call flys
    • Block, 5,000 SFRU3 94.50 puts, 18.0 ref 95.37
    • Block, 5,000 SFRN3 95.06/95.18/95.31 call flys, 0.75 ref 95.36
    • Block, 13,000 SFRM3 97.75 calls, 4.0 ref 95.195
    • Block, 6,000 SFRK3 94.37/94.50 put spds, 1.75 ref 95.15
    • Block, 10,000 OQJ3 96.37 calls, 20.0 ref 96.06
    • Block, 16,750 SFRN3 94.37 puts, 8.5 vs. 95.51/0.14%
    • 65,000 SFRN3 93.87/94.12 put spds appr 2.5-3.0 ref 95.53
    • Block/screen 10,000 2QJ3 96.00 puts, 9.0 ref 96.545
    • 9,750 OQU3 97.37/97.50 call spds ref 96.465
    • Block, 9,000 SFRJ3 94.25/94.37/94.50 put flys, 0.25 ref 95.38
    • Block, 5,000 SFRJ3 94.81/95.00/95.18/95.37 put condors, 4.0 ref 95.37
    • Block, 24,000 SFRZ3 94.50/95.00/95.50 put flys, 6.0 net ref 95.735
    • 5,000 SFRU3 95.12/95.50 strangles, 90.5 ref 95.595
    • Block, 3,000 SFRK3 94.50/94.87/95.25 put flys, 6.0 ref 95.42
    • Block, 5,000 SFRK3 94.25/94.37 put spds, 1.25 ref 95.455
    • Block, 10,000 SFRZ3 93.00/93.37put spds, 2.0 ref 95.855 to -.865
    • Block, 10,300 SFRZ3 97.00/98.00 call spds, 19.5
    • 6,000 SFRU3 97.25/98.50 3x5 call spds
    • 4,000 SFRJ3 95.31/95.43 call spds ref 95.73
    • 8,500 SFRJ3 94.87/95.25 put spds ref 95.615
    • 8,500 SFRM3 95.31/95.43/95.56 call flys ref 95.685 to -.675
  • Treasury Options:
    • +7,000 TYM3 118 calls, 47
    • +20,000 TYJ3 111.5/115.5 call over risk reversals, 3-41 vs. 113-16
    • 2,000 USK3 123/126 put spds
    • 10,000 FVJ3 109.5 calls, 16
    • 5,000 TYJ3 111.5/115.5 strangles 27
    • 5,000 TYJ3 116.5/118.5 call spds, 9
    • over 5,000 TYM3 112/114 call spds ref 113-25.5
    • 2,000 TYJ3 116/116.5 call spds ref 114-09.5
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