EM LATAM CREDIT: Colombia Fiscal Challenges
Aug-29 17:07
From MNI EM Markets Analyst: {CO} "FISCAL RULE COMMITTEE SAYS MEETING COLOMBIA'S 2026 FISCAL DEFICIT...
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SOFR OPTIONS: Midday Roundup: Two-Way Puts $ Vol Flow
Jul-30 17:04
Underlying futures still weaker but off this morning's lows, paring shorts ahead of the FOMC rate annc at the top of the hour. Projected rate cut pricing has cooled vs. early/pre-data (*) levels: Jul'25 at -0.8bp, Sep'25 at -15.2bp (-16.9bp), Oct'25 at -27.1bp (-29.1bp), Dec'25 at -44bp (-46.6bp). Year end projection well off early July level of appr -65.0bp.
- -6,000 0QU5 96.37 puts, 2.5 vs. 96.685/0.12%
- -3,000 SFRH6 96.25 straddles, 44.75
- +5,000 SFRZ5 96.62/97.75 call spds 2.75
- +2,500 SFRU5 95.87 straddles 13.5 over 96.12 calls
- +10,000 SFRH6 95.68 puts, 2.5 vs. 96.275/0.10%
OPTIONS: Sonia Leans To Upside, Euribor To Downside Wednesday
Jul-30 16:52
Wednesday's Europe rates/bond options flow included:
- ERZ5 98.12/98.06/98.00 put fly paper paid 0.5 (vs. 98.13) on 5K
- ERZ5 97.87 puts paper paid 1.0 on 18K
- SFIQ5 96.15/96.20cs, bought for 0.6 in 5k
LOOK AHEAD: Thursday Data Calendar: Weekly Claims, Core PCE, Chicago PMI
Jul-30 16:37
- US Data/Speaker Calendar (prior, estimate)
- 07/31 0730 Challenger Job Cuts YoY (-1.6%, --)
- 07/31 0830 Initial Jobless Claims (217k, 223k)
- 07/31 0830 Continuing Claims (1.955M, 1.953M)
- 07/31 0830 Personal Income (-0.4%, 0.2%), Spending (-0.1%, 0.4%)
- 07/31 0830 Real Personal Spending (-0.3%, 0.1%)
- 07/31 0830 PCE Price Index MoM (0.1%, 0.3%), YoY (2.3%, 2.5%)
- 07/31 0830 Core PCE Price Index MoM (0.2%, 0.3%), YoY (2.7%, 2.7%)
- 07/31 0830 Employment Cost Index (0.9%, 0.8%)
- 07/31 0945 MNI Chicago PMI (40.4, 42.0)
- 07/31 1130 US Tsy $95B 4W & $85B 8W bill auctions
- Source: Bloomberg Finance L.P. / MNI
