MNI BRIEF: China Visitor Mobile Payments Surge in H1

MNI China Daily Summary: Friday, July 26

MNI BRIEF: Foreign Firms Content In China

MNI BRIEF: Turkish Inflation Expectations Steady- TEBA

MNI China Press Digest July 26: Deposit Rates, Fiscal, PBOC

MNI: PBOC Net Injects CNY299.05 Bln via OMO Fri

MNI: BAKER HUGHES US RIG COUNT 589; OIL RIGS 482; GAS RIGS 101

MNI: UNIV OF MICHIGAN CONSUMER SENTIMENT FINAL JUL INDEX 66.4

EZ/UK Bond Supply Calendar: BoE Short APF Operation 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
Early mixed option trade segued to large and varied put trade Wednesday, position unwinds leading volume as underlying futures extended a post-CPI rally into the close. Salien trade:
  • SOFR Options:
    • Block, 20,000 SFRU 94.81/94.93/95.12/95.25 put condors, 5.5 ref 95.275
    • Block, 5,000 SFRZ3 95.00 puts, 16.0 vs. 95.725/0.25%
    • -40,000 SFRU3 95.43/95.56 put spds, 9.5 ref 95.265
    • -10,000 SFRM3 94.93/95.00 put spds, 4.75 ref 94.935
    • +2,500 SFRM3 94.81/94.93/95.06 put flys, 6
    • 2,000 SFRU3 94.87/95.00 put spds vs. SFRU3 96.50/97.00 call spds
    • Block/screen, 8,500 SFRN3 95.12/95.37/95.62 call flys, 2.0 ref 95.205
    • 5,000 SFRU3 95.50/95.56/95.62/95.68 call condors ref 95.20
    • 1,750 OQM3 95.56/95.68 put spds, ref 96.605
    • Block, 4,000 OQM3 95.25 puts, 1.0 vs 96.59/0.05%
    • 6,500 SFRQ3 94.75/95.00/95.25/95.50 put condors ref 95.19
    • Block, 5,000 SFRU3 95.12/95.35/95.62 call flys, 1.25
    • 2,000 SFRK3 94.81/94.94 2x1 put spds, ref 94.895
    • 2,000 SFRU3 94.62/94.87 put spds ref 95.185
    • 1,000 SFRU3 94.75/94.87/95.00/95.12 put condors ref 95.19
    • over 12,000 SFRK3 94.93/95.06/95.18 call trees vs. SFRM3 94.93/95.06/95.18 call flys, ref 94.90
  • Treasury Options:
    • 15,000 FVM 109 puts, 5.5, total volume over 25k
    • -20,000 FVM 111 calls 18.5-17
    • over 31,500 FVN3 112 calls, 29.5-30 ref 110-14
    • over 12,800 FVN3 109.25 puts, 27-26 ref 110-16
    • over 5,800 FVN3 109.5 puts, 34 ref 110-14
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.