AUDUSD TECHS: Bear Leg Firms
Oct-01 19:30
* RES 4: 0.7278 High May 6 and key resistance * RES 3: 0.7238 High Sep 09 and a S/T bull trigger * R...
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US TSYS: Late SOFR/Treasury Option Roundup
Sep-01 19:17
SOFR & Treasury options trade outlined below: decent volumes on mixed positioning (puts trade increased in second half) ahead of Friday's headline jobs report. Underlying futures mildly weaker, just off recent lows. Projected rate hike pricing gaining slightly vs. late Monday levels (*): Sep'26 at +17bp (+16.3bp), Oct'26 at +24.3bp (+23.1bp), Dec'26 39.5bp (+37.3bp), Jan'27 45.8bp (42.1bp).
- SOFR Options:
- +10,000 SFRZ6 95.75/96.00 put spds, 12.0 ref 95.905
- +30,000 OQH7 96.00/96.37/96.75 put flys vs SFRH7 95.62 put, 3.5 net package
- +2,500 SFRH7 95.37/95.62 put spds 0.5 over 96.00/96.25 call spds
- +5,000 SFRU6 96.25/96.31 call spds, cab vs. 96.10/0.05%
- +20,000 OQH7 95.00/95.37/95.75 put flys, 6.75 ref 95.78
- -10,000 OQH7 96.00/96.25 call spds, 6.75 ref 95.775
- +2,000 OQM6 96.75 straddles 57.5 ref 95.785
- -5,000 SFRZ6 96.12 straddles, 7.5 ref 96.125
- -5,000 SFRU6 96.12/96.18/96.25/96.31 call condors, 1.75 ref 96.125
- -5,000 SFRZ6 96.18 calls, 4.75 ref 95.925
- +5,000 SFRZ7 98.00 calls, 3.75
- Block/Screen, over -21,000 SFRH7 96.00/96.25/96.43 broken call flys, 4.0 net
- +2,000 SFRU6 96.12/96.18 put spds, 4.25
- over 9,300 SFRZ6 95.75/96.00 put spds, 11.5 ref 95.92
- 2,500 SFRZ6 95.75/96.00 put spds ref 95.915
- 5,000 SFRU6 96.25 calls, ref 96.12
- -3,500 0QH7 96.00/96.25 call spds, 7.0 ref 95.78
- +4,000 SFRM6 96.25 calls, 11.5-12.5 ref 95.715
- Treasury Options:
- 5,000 USV6 113.5 calls, 3
- 8,000 FVV6 105.5 puts, 19.5
- -1,000 FVV6 103.75/107.5 strangles, 2.5 vs.105-21/0.08%
- 3,000 TYV6 108.5 calls, 12 ref 107-17.5
- 3,400 TYV6 109.75 calls ref 107-17.5
- +20,000 FVV6 105.75 calls, 19.5 ref 105-19
- -20,000 TYV6 107.25/107.75 put spds, 15 ref 107-16.5
- over 17,000 wk1 107.25 puts 7 last (exp 9/4)
- over 18,600 wk1 TY 107.5 puts, 15 last (exp 9/4)
- over 22,000 wk1 TY 107.75 puts, 23 last (exp 9/4)
- +2,000 FVV6 105.25/105.5 put spds, 2 ref 105-20.25
- 2,000 FVV6 105.25 puts, 13.5 ref 105-20.25
- 4,000 wk1 TY 107.75/108 put spds ref 107-19 (exp 9/4)
- +2,000 FVV6 105.25/105.5 put spds, 6
US TSY FUTURES: BLOCK: Dec'26 10Y Ultra Sale
Sep-01 19:11
- -4,000 UXYZ6 109-02.5, sell through 109-03 post time bid at 1500:53ET, DV01 $340,000.
- The 10Y Ultra contract trades 109-03 last
IRAN: Denial of enemy attacks on "Jem", "Kangan" and "Langerud" - Fars
Sep-01 19:03
Social media reported explosions in the three cities of Jam, Kangan, and Langrud, but provincial officials denied any projectiles hitting these locations or any attack by the American enemy.
