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BOND SUMMARY

EGB/Gilt - Finding some demand at the lows

US EURODLR OPTIONS

2Y Midcurve Put Spd

FOREX

EURUSD exchange traded option

Midday Trade

US EURODLR OPTIONS
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  • -5,000 Jun 95/Red Sep93 put strip, 11.75-12
  • +5,000 Jun 99.87/100.12 call spds, 1
  • +2,000 short Mar 93 straddles, 34.0
  • +1,000 Green Dec 99.88 straddles, 38