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RBNZ

Orr: Tightening Cycle Is Very Mature

EURJPY TECHS

Corrective Pullback Still In Play

COMMODITIES

Recession Fears Dominate

PIPELINE

Tsy Yld Surge Sidelines Issuers

STIR FUTURES

EDZ2/EDZ3 Inversion Disappears

USDJPY TECHS

Sights Set On The 145.90 Bull Trigger

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Bund Unwinding And Rolling

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • DUV2 109.0/108.5 put spread bought for 9.5 in 3.7
  • OEX2 125/123.50/122p fly, bought for 17 in 1.5k
  • RXV2 154.5/157 call spread vs 149 put bought for 29 in 3.6k
  • RXU2 152/153/154 call fly sold at 6 in 4k. Hearing this is an unwind
  • RXV2 150.00/146.00/145.00 put ladder bought for 33.5/34 in 6k
  • Selling 5.5k RXU2 156.00 puts, buying 5.5k RXV2 151.00/147.50 ps, receiving net 30 (roll Sep into Oct)
  • ERU2 99.125/99.00 put spread bought for 1 in 5k
  • 0RU2 98.50/98.25 put spread vs 2RU2 98.375/98.125 put spread, sold at 3 in 5k (-0R, +2R)
  • SFIU2 97.75/97.80 call spread vs 97.45/97.40 put spread, net paid flat in 4k
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Tuesday's Europe rates / bond options flow included:

  • DUV2 109.0/108.5 put spread bought for 9.5 in 3.7
  • OEX2 125/123.50/122p fly, bought for 17 in 1.5k
  • RXV2 154.5/157 call spread vs 149 put bought for 29 in 3.6k
  • RXU2 152/153/154 call fly sold at 6 in 4k. Hearing this is an unwind
  • RXV2 150.00/146.00/145.00 put ladder bought for 33.5/34 in 6k
  • Selling 5.5k RXU2 156.00 puts, buying 5.5k RXV2 151.00/147.50 ps, receiving net 30 (roll Sep into Oct)
  • ERU2 99.125/99.00 put spread bought for 1 in 5k
  • 0RU2 98.50/98.25 put spread vs 2RU2 98.375/98.125 put spread, sold at 3 in 5k (-0R, +2R)
  • SFIU2 97.75/97.80 call spread vs 97.45/97.40 put spread, net paid flat in 4k