EGB OPTIONS: Bund Put Structure Trades
Jul-16 08:46
RXQ5 129 puts at 32 vs. RXV5 127 puts at 74.5-76.5 10K trades, selling the Q to buy the V, potential...
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EURIBOR OPTIONS: Longer Dated Call Condor vs Put
Jun-16 08:42
ERH6 98.06/98.18/98.50/98.62c condor vs 97.87p, bought the condor for half in 4k.
FOREX: FX OPTION EXPIRY
Jun-16 08:24
Of note:
EURUSD 4.3bn at 1.1540/1.1600.
USDJPY 4.85bn at 145.00 (a little far).
USDCAD 1.35bn at 1.3600 (wed).
EURUSD 1.88bn at 1.1600 (thu).
- EURUSD: 1.1500 (1.95bn), 1.1540 (407mln), 1.1550 (435mln), 1.1565 (856mln), 1.1580 (741mln), 1.1600 (1.79bn), 1.1650 (721mln), 1.1700 (4.57bn).
- USDJPY: 145.00 (4.85bn).
- AUDUSD: 0.6455 (476mln), 0.6505 (302mln).
BONDS: Off Lows On Cross-Market Cues, Curves Steeper
Jun-16 08:18
The weakness in core global FI markets stalls a little in recent trade, seemingly driven by cross-market inputs, with crude oil futures ticking to fresh session lows and Friday’s high in Euro Stoxx 50 futures holding.
- Core global FI curves still bear steepen on the day.
- No readthrough from comments from ECB’s Nagel & de Guindos.
- ECB pricing remains biased towards 1 further 25bp cut in the current cycle, while BoE pricing shows ~45bp of easing through year-end.
