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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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Free AccessRate Cut Plays Added And Faded Tuesday As CPI Comes In Line
Tuesday's US rates / bond options flow included:
- SFRM3 94.81/94.87cs, traded for 1.25 in 1k.
- SFRM3 94.81c, traded for 1.5 in 2.5k.
- SFRM3 94.81/94.75/94.68p fly, traded for 1.25 in 1k.
- SFRM3 94.87/94.81/94.75/94.68p condor traded for 3 in 4k.
- SFRU3 94.75/94.62/94.50p fly, traded 2 in 1k.
- 0QM3 95.87/96.00/96.12c fly, traded 1.5 in 1.5k.
- 0QM3 95.68/95.43ps 2x3, traded for 11 and 11.5 in 9k.
- 0QU3 95.75p, traded 17.5 in 3k.
- SFRM4 98.00/99.00cs traded for 7.5 in 10k.
- SFRN3 94.50/94.62/94.75c fly, bought for 2.5 in 1k
- SFRU3 94.87/95.00/95.12/95.25c condor, bought for flat in 2.5k
- SFRU3 94.8125/94.9375 call spread 2.5K lots blocked at 3.5. CME email suggests a buyer of the call spread. Covered vs. selling of the underlying SFRU3 at 94.735 with a delta of +9%.
- SFRU3 94.75/94.62/94.50 put fly bought for 2.25 up to 2.5 in 25k all day
To read the full story
Sign up now for free trial access to this content.
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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.