MNI INTERVIEW: Fed QT Likely To Linger After Rate Cuts Start

MNI BRIEF: BOE Markets Head Sees Wider Collateral, More Repos

MNI PBOC WATCH: PBOC Cuts 7-Day Rate As Reconfigures Framework

MNI China Daily Summary: Monday, July 22

MNI BRIEF: PBOC Lowers Ceiling of Its Interest Corridor

MNI: PBOC Sets Yuan Parity Higher At 7.1335 Mon; -1.18% Y/Y

EZ/UK Bond Supply Calendar: UK, Germany Auction on Tuesday

CBRT Data Watch

NBH Data Watch

RPT-MNI: Canada Sticks To Fiscal Anchors, Spends Chunk Of Windfall

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

EUROPE SUMMARY: Selling Some Stg Blues

OPTIONS

Tuesday's options flow included:

  • OEJ1/OEK1 134.25/133.75/133.50p fly, bought the May for 2.25 in 2k
  • IKJ1 146.00/144.00 put spread bought for 18 in 1.65k
  • ERU2 100.50/100.625/100.75 call fly bought for 3.25 in 6k
  • 2RU1 100.12/100.62RR, bought the put for 1 in 3k
  • 3RM1 100.12p + 100.50/100.75cs, bought for 5.75 in 4k
  • 0LH1 99.87/99.75ps, bought for 6.25 in 12k (ref 99.815, 65del)
  • 0LM1 99.75/99.87/100/100.12c condor sold at 4.75 in 2k
  • 0LU1 99.87/99.75/99.62p fly 1x3x2, bought the 3 for 2.5 in 9.25k
  • 2LM1 99.50^, sold down to 24 in 4k total (ref 99.535)
  • 2LU1 99.62/99.75cs x2 vs 3LU1 99.50/99.75cs, sold the green at 1.75 in 12kx6k
  • 2LU1 99.25p + 99.00p with 2LZ1 99.12p + 98.87p, sold at 29 in 5k (ref 99.39)
  • 2LZ1 99.50/99.75cs, sold at 8.5 in 8k (ref 99.395, 20 del)
  • 2LU1 99.625/99.75/99.875 call ladder bought for 1.25 in 4k
  • 3LM1 99.50/99.12ps vs 2LM1 99.62p, sold the blue at 1.5 in 7.5k
  • 3LU1 98.875/98.625 put spread bought for 4.75 in 3k
BulletMarketsFixed Income Bullets
BulletMarketsFixed Income Bullets

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.