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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.
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Free AccessEurodollar/Tsy Option Roundup
Implieds inched lower on a mix of two-way positioning Wednesday, active FI accounts squaring up ahead Thursday's early close and extended Easter Holiday weekend.
- Block/crosses drove Eurodollar option volumes with buyer of 40,000 Green Dec 97.62/97.87 call spds, 7 after 17,580 short Sep 97.62 puts (deep in the money) blocked at 97.50.
- Net short vol put tree buyer picked up 8,500 Dec 96.87/97.00/97.50 put trees at even vs. 97.185/0.15%.
- Treasury option trade included potential error unwind with paper selling 20,000 FVM 112.5 puts from 20 down to 16 after a block buy of 10,000 at 21.5 ahead the NY open.
- Other highlight, likely consolidation trade included a sale of 15,000 TYM 121/123 1x2 call spds, 23-24 ref 121-01.
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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.