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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.
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Free AccessLong end option recap: Vol creeps......>
EGB OPTIONS: Long end option recap:
Vol creeps in. Front month straddle sold from 153 down to 146 (3.9% vol/44 yield
vol). Also, Large block not seen to market, Jan Ps and Feb P 1x2., which we
mentioned.
Bund:
*Jan 169/168.5 p strip, sold at 4 and 3 respectively in 15K
*Jan 170.5 p, 10K blocked for 11
*Jan 170.5/169 p 1x3 stripped with 170.5/168.5 p 1x3, sold 5k at 1 *Jan 173^,
sold 600 at 150
*Jan 171p, bgt for 17 in 3K
*Feb 171.5/170 p 1x2, bought the 1 for 4 in 10k
*Mar 157p, bgt for 1 4.5K
Bobl:
*Jan 134.25/3.75 1x2 p Strip, sold 500 at 23.5 (1.4% vol/30 yield vol)
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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.