MNI BRIEF: BOI Sees "Modest" Q2 EZ Growth Driven By Services

MNI China Daily Summary: Friday, July 12

MNI BRIEF: China June M2 SlowsTo Record Low For Third Month

MNI BRIEF: China Steel Export Growth Slows In June

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

CHINA PBOC CONDUCTS CNY2 BILLION VIA 7-DAY REVERSE REPOS FRI

MNI: BAKER HUGHES US RIG COUNT 584; OIL RIGS 478; GAS RIGS 100

MNI: USDA: 2024/2025 CORN PRODUCTION EST 15.10B BSL

EZ/UK T-Bill Calendar: Germany, Netherlands, France Due Monday

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

MNI BRIEF: Poilievre Calls QE 'Scam' And Would Limit BOC Remit

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

Late SOFR/Treasury Option Roundup

US TSYS
  • Mixed trade on light summer volumes continued overnight into Thursday' session. Underlying futures broadly weaker, initially tracking Bunds after German regional CPI metrics climb, while GDP data showing economy grew faster than anticipated. Projected consecutive 25bp rate hikes between Sep'23-Dec'23 gradually pricing in, while majority of Fed officials anticipate two hikes by year end, Fed Chair Powell reiterated in comments at Bank of Spain conf overnight.
  • SOFR Options:
    • +5,000 SFRZ3 93.75/94.00/94.25 put flys, 3.25
    • Block, 6,000 OQU3 96.00/96.50 put spds 13.0 over 2QU3 96.25/96.75 put spds
    • +10,000 SFRU3 94.37/94.43 put spds, 1.75 vs. 94.60/0.12%
    • 5,600 SFRZ4 94.00 puts, 2.0 ref 94.70
    • 1,500 SFRU3 96.18 calls, 2.25 ref 94.625
    • 1,500 SFRQ3 95.81 calls, 1.75 ref 94.62
    • Block, 4,000 SFRZ3 94.62/94.75 put spds, 8.0 vs. 94.72/0.10%
    • 1,750 2QN3 96.87/97.06 call spds ref 96.655
  • Treasury Options:
    • Block, 12,000 wk1 TY 112.75/113.25 call spds 8 vs. 112-05.5/0.12%
    • over 5,000 TYQ3 114.25/114.75 call spds, 4 ref 112-08.5 to -06
    • over 9,900 TYQ3 113.25 calls, 21 last ref 112-04
    • over 10,500 TYU3 108 puts, 12 last ref 112-03
    • +2,500 FVQ3 106.75/107.25 put spds, 13.5 ref 107-06.75
    • +3,500 TYZ3 113 puts, 155 to 203
    • +4,000 TYQ3 113 straddles, 126-127
    • over 4,200 wk5 TY 113.5 calls, 4 ref 112-30
    • Block, 5,000 wk5 FV 108..5 calls, 1 ref 107-20.25
    • 5,100 TYQ3 112 puts, 20 ref 112-31.5
    • 5,300 TYQ3 114 calls, 20 ref 113-00
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.