MNI China Daily Summary: Thursday, April 18

MNI BRIEF: M2 Growth To Slow On Weak Demand - PBOC's Zou

MNI BRIEF: PBOC To Watch CNY Moves Closely - Vice Governor Zhu

MNI BRIEF: China Aims To Digitalise 70% Of Firms By 2025

MNI BRIEF: Q1 Cross Border Activity Up 117.8% - Ministry

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

MNI UK Inflation and Labour Market Insight: April 2024 Release

MNI: EUROZONE FEB CONSTRUCTION OUTPUT +1.8% M/M, -0.4% Y/Y

Q1 Industry Survey Suggests H1 Growth Tailwind

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

© 1982-2023 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

Overnight SOFR/Treasury Option Roundup

US TSYS
Overnight trade includes better put volumes in SOFR options, early buys evaporated as underlying climbed; Tsy options see better call interest on lighter volumes.
  • SOFR Options:
    • 2,000 SFRZ2 96.75 calls, cab
    • 4,000 SFRZ2 94.25 puts, ref 95.645
    • Block, 4,000 SFRZ2 95.56/95.68 call spds, 0.75 ref 95.48
    • 1,850 SFRZ2 95.43/95.56 put spds ref 95.48
    • 5,000 SFRF3/SFRG3/SFRH3 94.93/95.06 put spd strip ref 95.145
    • 3,300 SFRG3 95.00/95.12 put spds, ref 95.14
    • 8,000 SFRZ2 95.50/95.56 call spds vs. 95.31/95.37 put spd ref 95.48
    • 3,200 SFRZ2 95.68/95.75 call spds, ref 95.4775
    • 6,500 SFRM3 94.37/94.50/94.75 put flys, ref 95.145
    • 10,000 SFRM3 94.50 puts, 1.5 ref 95.145
  • Treasury Options:
    • 3,300 TYG 113.5/115 call spds
    • Block, +20,000 TYF 114/116 call spds, 29 vs. 112-21/0.21%, another 13k on screen (unwind)
    • 3,400 TYZ 112.5 calls, 33
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.