Free Trial

EUROPE SUMMARY: Vol Buying Emerges Just As It Becomes More Expensive

OPTIONS

Thursday's options flow included:

  • RXM1 169.50/168ps 1x1.5, bought for 22 in 6k total all day
  • RXM1 170.50/167.50 1X1.5 put spread bought for 77.5 in 4.5k
  • RXM1 170.00 straddle bought for 307 in 1.5k (vol 4.66%)
  • Bund package: RXJ1 170.50/168ps, bought for 67 in 20k/ RXJ1 170p, sold at 66 in 5k / RXJ1 172c sold at 41 in 15k
  • DUJ1 112.10/20/30c fly, bought for 2 in 4kDUJ1 112.20/10ps 1X2, bought for 1.5 in 1.25k
  • 3RJ1 100.25/100.12ps, bought for 3.25 in 4k
  • 3RM1 100.37/100.50cs bought for 2.5 in 100k
  • 0LM1 99.75^ bought for 15 in 3k
  • 0LZ1 99.50/100.00 combo, pays 2 for the put in 6k (ref 99.715)
  • 3LZ1 99.37/99.12ps vs 0LZ1 99.75p, bought the 1yr for 1.5 in 2k

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.