Free Trial

Long end option morning recap: Vol......>

EGB OPTIONS
EGB OPTIONS: Long end option morning recap: Vol went bid, helped by the rally,
post Spanish and French tap. Several call buyers on screen. But interest mainly
looking at upside structures cs as well as 1x2. RXH0 4.3% vol/48.5 yield vol.
Bund:
*Apr 170/69/68 ps, bgt for 7 in 2.5K
*Mar 174c, bgt for 43 in 2K & 44 in 1K
*Mar 175c, bgt for 17 in 2K
*Mar 174.5p, bgt for 121 in 500
*Apr 171p, bgt for 213 in 800 (4.15% vol/48.5 yield vol)
Bobl:
*Mar 133.75p, bgt for 1.5 in 5K

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.