MNI: PBOC Net Injects CNY214 Bln Via OMO Tues; Rates Unchanged

MNI: PBOC Sets Yuan Parity Higher At 7.1225 Tues; -0.94% Y/Y

CHINA PBOC CONDUCTS CNY300 BILLION VIA 7-DAY REVERSE REPOS TUES

CHINA SETS YUAN CENTRAL PARITY AT 7.1225 TUES VS 7.1201

MNI China Daily Summary: Monday, June 24

MNI BRIEF: China Urges Removal Of Car Buying Restrictions

MNI BRIEF: Japan May Services PPI Rises 2.5% Vs. April 2.7%

MNI: JAPAN MAY SERVICES PPI +2.5% Y/Y; APRIL  +2.7%

Consumer Sentiment Firms, Inflation Expectations Ease Back To 3.0%

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

Generally quiet start to the week with London closed for bank holiday Monday. SOFR and Treasury options saw better downside put trade Monday. Rate hike projections through year end inched higher: Sep 20 FOMC is 22.8% w/ implied rate change of +5.7bp to 5.386%. November cumulative of +16.8bp at 5.496, December cumulative of 16.0bp at 5.489%. Fed terminal climbs to 5.49% in Nov'23.

  • SOFR Options:
    • 6,500 SFRZ3 97.68 calls, .75
    • 6,100 SFRZ3 97.62 calls, 1.25
    • +2,000 SFRZ3 94.56/94.62/94.75/94.81 put condors, 2.0
    • +2,500 SFRM3 97.00/97.50 call spds, 3.0
    • -3,500 2QZ3 95.50 puts, 9.5-9.0
    • -3,000 0QV3 95.75/96.00 put spds 2.0 over 2QV3 96.25/96.50 put spds
    • +2,000 SFRZ3 95.25/95.50 call spds
    • 2,000 SFRF4 94.18/94.37/94.56 put flys
    • 2,000 0QV3 95.00/95.25 put spds vs. 2QV3 95.37/95.62 put spds
  • Treasury Options:
    • -5,000 TYX3 108/112 strangles 100-101
    • -4,000 USV3 112/116 put spds, 18
    • +5,000 wk1 TY 122 calls, 14
    • over 10,900 TYV3 111.5 calls, 17 last
    • over 3,600 TYV3 108.5 puts, 21 last
    • over 6,500 FVV3 106 puts, 30 last
    • over 3,700 FVX3 106 calls, 56.5-57
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