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USDCAD TECHS

Northbound

US TSYS

FI Support Evaporates Amid Late Month End Selling

AUDUSD TECHS

Remains Vulnerable

CANADA

Late Risk Off Sees USDCAD Eye Cycle Highs

US TSY OPTIONS

BLOCK, Late Puts

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Euribor Call Structures Feature

OPTIONS

Thursday's Europe rates/bond options flow included:

  • OEU2 125.50/124.00ps bought for 35 in 6k vs ~2k at 125.72
  • ERZ2 98.50/98.375/98.25/98.125p condor, bought for 1.5 in 12k
  • ERZ2 99.00/99.125/99.50 broken call ladder 1x1x0.5, sold at 2.5 in 10k (closing)
  • ERM3 99.00/99.12/99.87c ladder with ERU3 98.87/99.12/99.75c ladder sold the strip at 1 in 2k
  • ERM3/ERU3 98.75/99.00/99.25c fly strip sold at 3.75 in 16k
  • 0RU2 98.62/98.75cs bought for 1.75 in 15k
  • SFIU2 97.50/97.60/97.70c fly, bought for 1.75 in 5k
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Thursday's Europe rates/bond options flow included:

  • OEU2 125.50/124.00ps bought for 35 in 6k vs ~2k at 125.72
  • ERZ2 98.50/98.375/98.25/98.125p condor, bought for 1.5 in 12k
  • ERZ2 99.00/99.125/99.50 broken call ladder 1x1x0.5, sold at 2.5 in 10k (closing)
  • ERM3 99.00/99.12/99.87c ladder with ERU3 98.87/99.12/99.75c ladder sold the strip at 1 in 2k
  • ERM3/ERU3 98.75/99.00/99.25c fly strip sold at 3.75 in 16k
  • 0RU2 98.62/98.75cs bought for 1.75 in 15k
  • SFIU2 97.50/97.60/97.70c fly, bought for 1.75 in 5k