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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.
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Free AccessPost-LIBOR Settle Update: 3M Benchmark Recedes
Lead quarterly Mar'23 (EDH3) gains +0.010 to 94.975 after 3M LIBOR set' recedes -0.00729 to 4.81457% (-0.00100/wk), first decline since Jan 13.
- Fed funds implied hike for Feb'23 steady 26.5bp, Mar'23 cumulative 46.4bp (+.3) to 4.793%, May'23 57.4bp (+.2) to 4.903%, terminal steady at 4.895% in Jun'23.
- Balance of Eurodollar Whites (EDM3-EDZ3) +0.005-0.010, Reds through Golds (EDH4-EDZ7) +0.010-0.030, Reds-Greens leading.
- Current deferred spds vs. prior settles:
- Jun'23/Sep'23: steady at -0.110
- Mar'23/Red Mar'24: steady at -0.910
- Jun'23/Red Jun'24: -1.500 vs. -1.485
- Option recap: Rate hike risk hedging continued Tuesday, Treasury options joining SOFR options after better upside call buying on Monday. Decent volume in Feb'23 and Mar'23 Tsy 10Y puts, put spreads reported (over 31,000 TYG 114 puts, over 22,000 TYH3 111/112 put spds 4-6). Highlight SOFR trade includes:
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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.