Free Trial

Long Vol Taking Some Pain

US EURODLR OPTIONS
  • 10,000 long Green Sep 98 calls, 4.5
  • -5,000 short Dec 97/98 call spds, 1.0
  • Note, implieds have come off after some +40,000 Green Jun 92 straddles bought Wed from 21.25 to 22.5, current mkt 21.0 bid/at 21.5

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.