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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 AccessSOFR Call Spread Shifts And Vol Trading Monday
Monday's US rates / bond options flow included:
- SFM4 96.00/97.00cs, sold at 5.5 in 28k total, Paper is said to be long 250k,and buying the SFRU4 call spread.
- SFRU4 97.00/98.00cs, bought for 6 in another 25k, that's 50k total for 5.75 and 6
- SFRF4/SFRG4^ strip, sold at 35 in 1k
- SFRU4 95.50/96.00/96.50 c fly traded 4.5 in 1k.
- 0QZ3 95.37/95.25/95.12p fly traded 2 in 1k
- 0QZ3 95.62/95.50ps traded 7.5 in 2k.
- 0QF4 95.81/95.68/95.56/95.31p condor traded 1 in 1k.
- 2QF4 96.50/96.25/96.00p fly traded 5.5 in 5k (Block and screen)
- SFRZ3 94.62^ sold at 4.25 in 5k
- SFRZ4 95.00c sold at 0.25 in 5k (on screen).
To read the full story
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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.