Free Trial

EUROPE SUMMARY: Long-Dated Rates Plays

OPTIONS

Thursday's options flow included:

  • 0RH2 100.375 put (v 100.49) with 2RH2 100.25 put (v 100.365) bought for 16 in 7.5k
  • 3RM1 100.25p vs 2RM1 100.37p spread, bought for 2.5 in 3k
  • 3RU1 100.12/100ps, bought for 2.5 in 4k
  • 2LM1 99.25/99.00ps, bought for 2.5 in 4.5k
  • 3LZ1 99.00/98.75ps, bought for 8.25 in 4k
  • 0LZ1 99.75/99.87/100.12c fly 1x3x2, bought for -0.5 (receives) in 11k (ref 99.60, 5 del)
  • 0LZ1 99.87c, bought for 3.75 in 4.5k (ref 99.625)
  • 0LH2 99.87c, bought for 5.5 in 1.5k (ref 99.555)

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.