CANADA MAY RETAILS -0.8% VS FORECAST -0.6%, PRIOR +0.6%

MNI: Canada June Retails Fall And May Biggest Drop In A Year

MNI China Daily Summary: Friday, July 19

MNI BRIEF: China To Boost Consumer Spending, New Industries

MNI BRIEF: China Enhances Fiscal Response To Boost Economy

MNI BRIEF: China To Promote Migrates' Rights, Reform Hukou System

MNI: BAKER HUGHES US RIG COUNT 586; OIL RIGS 477; GAS RIGS 103

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

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

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

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

Late SOFR/Treasury Option Roundup

US TSYS
Derivatives trade remained mixed Monday as underlying SOFR and Treasury futures climbed back near Early Friday highs after Dallas Fed Manufacturing Index came out lower than expected: -23.4; EST. -12.0. SOFR structures leaned toward upside calls in the second half with paper adding to some 50,000 Dec'23 SOFR call condors bought last week. Treasury options saw a handful of mixed 5- and 10Y structures in the first half while a large July 10Y strangle was sold vs. June strangles. Salient trade:
  • SOFR Options:
    • Update, over 17,500 (Block/screen/Pit) SFRZ3 96.00/96.50/97.00/97.50 call condors, 5.5 adds to +50k bought last week
    • +10,000 SFRZ3 95.50/96.00/96.50 call flys, 4.5
    • Update, 8,000 SFRU3 94.62/94.75/95.37/95.50 iron condors ref 95.14
    • 1,800 SFRN3 94.87/95.00/95.12 put flys ref 95.145
    • 1,000 SFRM3 94.43/94.68/95.25/95.50 call condors
    • over +11,600 SFRM3 94.75 puts, 6.5 ref 94.91 to -.905
    • Block, 5,000 SFRZ3 96.00/96.50/97.00/97.50 call condors, 5.5 ref 95.51
  • Treasury Options:
    • Block, -20,000 TYN3 112.5/119 strangles, 5 over TYM3 113/117 strangles
    • 5,000 FVM3 108.5/109 put spds, 14 ref 109-17
    • 3,000 TYM3 116/117 call spds, 19 ref 114-28.5
    • 4,300 FVM3 111.25/112.25 call spds ref 109-14
    • 4,000 TYM3 117.5/119.5 call spds ref 114-24.5
    • 4,000 Wed/wkly 114.75 straddles 3 over TYM3 111/117.5 strangles
    • 40,000 wk4 10Y 113.25/114.25 put spds, 10 ref 114-23.5
    • 10,500 wk4 10Y 113.5 puts, 4 ref 114-22
    • 9,000 TYM3 113.5 puts vs. 115/116.5 call spd 0.0 net ref 114-22
    • over 18,200 FVM3 111 calls, 17 ref 109-11.25
    • 8,600 FVM3 108 puts, 15.5-16 ref 109-08.75 to -09.5
    • 2,000 TYM3 117 calls, 17 ref 114-16.5
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.