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JGB TECHS

(U1) Tilted Higher

NZD

Kiwi Gives Away Post-GDP Gains

AUSSIE BONDS

Dragged Flatter By U.S. Tsys Overnight

US TSYS

Flat Re-Open

AUD

Attempted Recovery Short Lived

AUSSIE 10-YEAR TECHS

(U1) Uptrend Weakening

EUROPE SUMMARY

OPTIONS

Friday's options flow included:

  • IKF1 151/150.5ps 1x2, bought for 1 in 645
  • DUG1 112.30/112.20ps, bought for 4 in 2k
  • DUH1 112.10p, bought for 1.5 in 7.25k
  • DUH1 112.20/10ps 1x2, bought for 1 in 5k
  • 2RM1 100.50/100.37/100.25p fly 1x3x2, bough for 1.75 in 5k
  • 0LU1 99.87^, bought for 20.75 in 1k (ref 99.925)
  • LM1 100.12/100.37cs vs LH1 100.00/100.25cs, bought the June for 0.5 in 13k
  • LM1 100.00/100.125/100.25 call fly trades 1.5 in 15k all day
  • LM1 100.12/25/37c fly, bought for 1.25 in 2k
  • 2LM1/LM1 100c calendar, sold the 2yr at flat in 4k
  • LZ1 99.87/100.00/100.12c fly, bought for 3.5 in 1k
MNI London Bureau | +44 203-865-3807 | tim.cooper@marketnews.com