US TSY OPTIONS: Early Option Roundup
Sep-21 13:51
Decent 10Y vol sale last few minutes after better put, put spd buying overnight:
- -5,000 TYZ2 114 straddles, 308 ref 114-01.5
- 6,500 TYX 116 calls, 25 ref 114-01, total volume 13,700
- 3,000 TYV 118/118.5 put spds
- 8,000 TYV 112/113 put spds, 7
- +20,000 TYZ 119.5/121.5 1x2 call spds, 1vs. 113-31.5 to 114-02/0.10%
- +10,000 TYX 112.5 puts, 35, total volume over 19,000 from 32-36
- 3,300 TYX 110.5/112.5 1x2 put spds
- Block, 7,500 FVX 108.25/108.75 put spds, 12
- 5,700 FVX 110 calls, 20
- 22,000 TYX 118 calls, 9
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Historical bullets
CANADA: USDCAD Eyes Third Resistance Level Of The Day
Aug-22 13:49
- USDCAD hits new session highs with the slump in oil before a further boost from the weak US open, touching 1.3032 in the process (+0.3%).
- The move comes despite the weakest negative correlation between USDCAD and WTI in absolute terms since early July on a 20-day rolling basis, with E-mini S&P negative correlation is at more typical levels.
- Having already cleared two tightly packed resistance levels including Friday’s high of 1.3009, focus is on 1.3035 (61.8% retrace of Jul 14 – Aug 11 downleg) after which it could open mid-July levels, including 1.3135 (Jul 15 high).
Source: Bloomberg
EGB OPTIONS: Bobl put fly
Aug-22 13:46
OEV2 122.50/121.50/121.00p fly, bought for 12.5 in 7.5k
EQUITIES: Under renewed pressure
Aug-22 13:41
- VGU2 sees 5k sold (cumulative), as it clears the August low.
- Next support is seen towards 3620.00.
- US cash open, also saw a program seller, with 1851 names.
