Free Trial

US SUMMARY: Largely Bearish On The  ED Strip

OPTIONS

Wednesday's Tsy/Eurodollar options flow included:

  • EDH2 98.8125p, traded at half in 8k
  • EDM1/EDU2 99.8125 put spread, bought for 1.5 in 6k
  • EDN1 99.75/99.81cs 1x3 traded flat in 2k
  • 2EM1 99.12p traded 1 in 10k
  • 2EM1 99.43/99.31/99.15p fly traded 2.5 in 1.5k
  • 3EN1 98.62/98.87cs 1x3, traded 14 in 3.1k
  • 2EM1 99.25^, sold at 20.5 in 1k
  • 0EH2 99.25p, sold at 7.5 in 2.5k
  • 0EU1 99.68^ sold at 11.5 in 2k
  • 3EM1 98.87c, bought for 3.5 in 2k
  • 0EZ1 99.12p, bought for 3 in 10k
  • 3EK1 98.50/98.37/98.25, sold at half in 15k
  • 3EN1 98.37/98.00ps, traded 8.5 in 11k (blocked)
  • 0EQ1 9918/9931/9956 p-fly bought for 1.5 in 2.5k
  • EDH2 9981/9987/9993 c-fly pays 1.5 on 5k
  • 3EU 82/80 ps vs 87/90 cs, sells the c/s at 0.25 on legs in 5k (ref 49.5/50)
  • TYM1 133.00 calls bought for 4 in 40k

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.