CORRECTED-MNI: Fed's Hammack-Near Or At Time To Slow Rate Cuts

MNI BRIEF: Fed's Goolsbee Sees Rates Fair Bit Lower In A Year

CANADA JOBLESS RATE +6.8% VS FORECAST +6.6%, PRIOR +6.5%

MNI China Daily Summary: Friday, December 6

MNI: PBOC Net Drains CNY288.1 Bln via OMO Friday

MNI: PBOC Sets Yuan Parity Lower At 7.1848 Fri; -1.64% Y/Y

MNI: UNIV OF MICHIGAN CONSUMER SENTIMENT PRELIMINARY DEC INDEX 74.0

CANADA NOV IVEY PURCHASING MANAGERS INDEX 52.3 SA

EZ/UK Bond Supply Calendar: Austria, UK Auction on Tuesday

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AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

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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
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