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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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Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessPost-LIBOR Settle Update: New 14+ Year High 3M Benchmark
Lead quarterly Mar'23 (EDH3) dips to +0.005 at 94.925 after 3M LIBOR set' climbs +0.00914 to new 14 year high of 4.81500% (+0.00514/wk).
- Fed funds implied hike for Feb'23 -.4 at 30.8bp, Mar'23 cumulative steady at 50.6bp to 4.838%, May'23 steady at 59.5bp to 4.926%, terminal at 4.93% in Jun'23/Jul'23.
- Balance of Eurodollar Whites (EDM3-EDZ3) +0.005-0.015, Reds (EDH4-EDZ4) +0.025-0.040, Greens through Golds (EDH5-EDZ7) +0.040-0.045.
- Current deferred spds vs. prior settle
- Jun'23/Sep'23: at -0.145 vs. -0.135
- Mar'23/Red Mar'24: -0.930 vs. -0.915
- Jun'23/Red Jun'24: -1.430 vs. -1.400
- Tuesday option roundup: Session flow focused on downside puts in SOFR options, new and re-positioning as underlying futures continued to unwind post-NFP strength, vol offered. Notable large put condor roll 5.5 net cr: +28,953 SFRJ3 94.62/94.87/95.00/95.25 put condors, ref 95.075-.080 vs. -27,153 SFRH3 94.62/94.87/95.12/95.38 put condors, ref 95.105-.085. Vol seller: appr -20,000 Dec SOFR 95.62 straddles from 81.0-2.0 since Monday.
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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.