ITALY T-BILL AUCTION RESULTS: 1/5-month BOT Results

Oct-29 10:05

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Historical bullets

EQUITY OPTIONS: Estoxx Put Fly

Sep-29 10:05

SX5E (19th June) 5400/5000/4600p fly, bought for 51 in 4k.

EURIBOR OPTIONS: Latest Option Flows

Sep-29 09:58
  • ERZ5 97.93p, bought for 1 in 5k.
  • ERH6 98.00/97.9375ps vs 0RH6 97.87/97.75/97.62/97.37p condor, sold the front at 0.5 down to 0.25 in 4k.

MONTH-END EXTENSIONS: Bonds and FX Month End

Sep-29 09:54

MONTH END EXTENSION: Wouldn't expect too much of a late bid in Govies Tuesday, at least shouldn't be Month End related. The EU stands out, but these are still on the Small/Average side.

Bloomberg Bonds:

  • US Tsys: +0.06yr (small).
  • EU Govies: +0.08yr (average).
  • UK Govies: 0.00yr (non event).

MS Bonds:

  • US Tsys: +0.03yr (tiny).
  • EU Govies: +0.07yr (average).
  • UK Govies: -0.02yr (non event).

Barclays FX:

  • Barclays: Their passive Month-End and Quarter-End rebalancing model shows moderate USD selling against all majors.