CNB: Procházka Says Bank Board Discussed Labour Market, Savings Rate
Bank Board's Jan Prochzka lists the main items on the CNB's agenda during this week's monetary polic...
Want to read more?
Find more articles and bullets on these widgets:
Historical bullets
OPTIONS: Larger FX Option Pipeline
- EUR/USD: Oct10 $1.1600(E1.3bln), $1.1650(E1.7bln), $1.1700(E1.6bln), $1.1740-50(E2.5bln), $1.1780-00(E2.8bln); Oct13 $1.1700-15(E1.4bln)
- USD/JPY: Oct09 Y150.00-15($2.0bln)
SOFR: Net Long Setting Dominated In Futures On Tuesday
OI data suggests that net long setting dominated in SOFR futures as contracts ticked higher on Tuesday. Only a couple of instances of net short cover were seen through the blues.
| 07-Oct-25 | 06-Oct-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRU5 | 1,413,666 | 1,411,259 | +2,407 | Whites | +78,703 |
SFRZ5 | 1,510,843 | 1,481,053 | +29,790 | Reds | +38,972 |
SFRH6 | 1,200,513 | 1,161,483 | +39,030 | Greens | +9,276 |
SFRM6 | 1,031,353 | 1,023,877 | +7,476 | Blues | +11,217 |
SFRU6 | 998,775 | 989,448 | +9,327 |
|
|
SFRZ6 | 1,030,970 | 1,015,526 | +15,444 |
|
|
SFRH7 | 795,046 | 787,606 | +7,440 |
|
|
SFRM7 | 796,100 | 789,339 | +6,761 |
|
|
SFRU7 | 676,917 | 682,142 | -5,225 |
|
|
SFRZ7 | 748,863 | 744,503 | +4,360 |
|
|
SFRH8 | 431,018 | 429,083 | +1,935 |
|
|
SFRM8 | 365,049 | 356,843 | +8,206 |
|
|
SFRU8 | 298,173 | 299,116 | -943 |
|
|
SFRZ8 | 327,104 | 317,464 | +9,640 |
|
|
SFRH9 | 192,299 | 190,093 | +2,206 |
|
|
SFRM9 | 166,817 | 166,503 | +314 |
|
|
EQUITY OPTIONS: EU Bank Rolling Put
SX7E (21st Nov vs 19th Dec) 220p, bought the Dec for 2.2 in 6k.
