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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.
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Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM POLICY: -
G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
Launch MNI Podcasts -
Emerging Markets
Emerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
-
Commodities
Commodities
Real-time insight of oil & gas markets
-
Data
-
MNI Research
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
-
About Us
Real-time Actionable Insight
Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessMNI: China CFETS Yuan Index Down 0.12% In Week of Jan 12
MNI: PBOC Sets Yuan Parity Higher At 7.1084 Mon; -5.66% Y/Y
MNI: PBOC Conducts CNY995 Bln MLF Mon; Rates Unchanged
MNI ASIA MARKETS ANALYSIS:
US TSYS
SHORT TERM RATES
US DOLLAR LIBOR: Latest settlements- O/N -0.00037 at 0.07363% (+0.00100/wk)
- 1 Month +0.00237 to 0.09025% (+0.00662/wk)
- 3 Month -0.00300 to 0.12375% (+0.00262/wk) ** Record Low 0.11413% on 9/12/21
- 6 Month -0.00038 to 0.15675% (+0.00025/wk)
- 1 Year +0.00437 to 0.26575% (+0.01875/wk)
- Daily Effective Fed Funds Rate: 0.08% volume: $76B
- Daily Overnight Bank Funding Rate: 0.07% volume: $275B
- Secured Overnight Financing Rate (SOFR): 0.05%, $925B
- Broad General Collateral Rate (BGCR): 0.05%, $369B
- Tri-Party General Collateral Rate (TGCR): 0.05%, $347B
- (rate, volume levels reflect prior session)
- Tsys 4.5Y-7Y, $6.025B accepted vs. $24.108B submission
- Next scheduled purchase
- Thu 10/14 1010-1030ET: Tsy 22.5Y-30Y, appr $2.025B
- Thu 10/14 1500ET: Update NY Fed Operational Purchase Schedule
FED Reverse Repo Operation
EURODOLLAR/TREASURY OPTIONS SUMMARY
Eurodollar Options:
+5,000 Red Dec 99.75/99.87 call spds, 1.0
+2,500 long Green Dec 99.37 straddles, 33.5
+2,500 short Nov 99.12/99.25 put spds, 1.5 vs. 99.33/0.08%
+4,000 short Oct 99.25/99.37/99.50 put flys, 9.0
+5,000 Jun 99.50 puts, 2.5
+9,000 Green Dec 99.25 calls, 1.25
Overnight trade
5,000 short Dec 99.25/99.50 put spds
7,800 Blue Oct 98.12/98.37 put spds
1,000 Blue Dec 98.00/98.12/98.25/98.50 put condor
Treasury Options:
-1,500 TYZ 126.5/134 strangles, 4
Overnight trade
18,000 TYX 130/130.5 put spds, 5
12,000 wk3 TY 130.5/131 put spds, 8
4,000 USV 151 puts
2,000 TYZ 130/132 risk reversal, 4 net/call over
egbs
ops
fx
expiry
PIPELINE
EQUITIES
COMMODITIES
To read the full story
Sign up now for free trial access to this content.
Please enter your details below.
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.