Free Trial

Decent Pre-Holiday ED Activity

OPTIONS

Wednesday's Eurodollar / Tsy options flow included:

  • EDZ1 99.75c, traded 3.75 in 4.7k
  • EDZ1 99.75/99.62ps, traded 1 in 5k
  • EDH2 99.62/99.50ps 1x2, traded half in 4k for the 2
  • EDM2 99.37p x1 vs 0EU2 99.25c x2 traded half for the June in 2.7k
  • EDH2 99.37 put (v 9968.5), sold at 1.75 in 5k
  • EDZ2 96/97/98 call tree bought for 0.25 in 10k
  • EDZ3 65/80 strangle sold at 77.5 in 2k*
  • 0EZ1 99.31c, traded half in 5.5k
  • 2EZ1 98.18/98.00 put spread sold at 5.75 in 10k
  • 3EH2 97.75/97.50/97.25p fly, bought for 2.5 in 5k
  • 2EZ1 98.37/98.62cs with 3EZ1 98.25/98.37cs spread, traded 6.5 in 1k
  • 3EZ1 97.87/98.37 RR, blocked at flat in 5k
  • EDM2 99.75/99.62/99.43/99.31p condor sold at 4.25 in 6k
  • 3EZ1 98.375/98.625 call spread paper paid 1.5 on 8,0K
  • 3EZ1 98.50/99.00 call spread paper paid 1.0 on ~5K.
  • TYF2 127.50 puts ~3.3K given at 0-12, goes offered for the balance of a 4K order. Delta -18%.

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.