Free Trial
USDCAD TECHS

Key Support Remains Exposed

AUDUSD TECHS

Pullback Extends, But Still Looks Corrective in Nature

US TSYS

FED Remains in Play Post-NFP/ISM Data

Real-time Actionable Insight

Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.

Free Access

SOFR/Treasury Option Roundup

US TSYS

Bullish tone in early option trade carries over from Monday, low delta call buyers, put unwinds noted below, Eurodollar option volumes absent.

  • SOFR Options:
    • 8,000 SFRZ2 95.75/95.87 call spds, 0.75, adds to +100k Mon 0.75-1.0
    • 3,000 SFRX 95.25/95.50 2x1 put spds
    • Block, 1,500 SFRX2 95.43/95.56 call spds 1 over Green Nov 96.75 calls
    • +2,500 SFRZ2 95.37/95.50/95.56/95.68 call condors, 4.0
    • 2,000 SFRZ2 96.06/96.75 1x2 call spds
  • Treasury Options:
    • -3,000 TYZ 109.5 puts, 59 vs. 110-05
    • +4,000 wk2 113/114 call spds, 6 ref 110-09.5
    • -24,000 TYZ 108/110 put spds, 41 ref 110-06.5, total over 30,000, unwind after paper bought at 36 vs. 111-09 a couple weeks ago
    • 3,000 FVZ 109 calls, 5.5 ref 106-13
    • 1,750 USZ 131/132 call spds
    • 1,250 USZ 112/115 put spds
    • Block, 5,000 TYZ 112.25 calls, 23
    • 1,500 TYZ 112 calls 1 over TYZ 107.5/109 put spds ref 109-28

To read the full story

Why Subscribe to

MarketNews.com

MNI is the leading provider

of news and intelligence specifically for the Global Foreign Exchange and Fixed Income Markets, providing timely, relevant, and critical insight for market professionals and those who want to make informed investment decisions. We offer not simply news, but news analysis, linking breaking news to the effects on capital markets. Our exclusive information and intelligence moves markets.

Our credibility

for delivering mission-critical information has been built over three decades. The quality and experience of MNI's team of analysts and reporters across America, Asia and Europe truly sets us apart. Our Markets team includes former fixed-income specialists, currency traders, economists and strategists, who are able to combine expertise on macro economics, financial markets, and political risk to give a comprehensive and holistic insight on global markets.