OPTIONS: Large Euribor Call Condors Feature Wednesday
Dec-10 17:52
Wednesday's Europe rates/bond options flow included:
- DUG6 106.8/107/107.2c fly, bought for 2.5 in 4k
- DUH6 106.80/107.00/107.20c fly, bought for 3 in 10k
- DUH7 107c, bought for 5.75 in 5k
- RX (Week 2) 124.50p, bought for 1 in 3.5k
- RXG6 128.50/130cs vs 126/125ps, bought the cs for 11 and 11.5 in 5k
- RXG6 127.5/126.5ps vs 129.5/131/131.5/134.5c condor, bought the ps for 38.5 in 4.75k (ref 127.14)
- ERU6 98.00/98.50cs vs 97.87/97.62ps, bought the cs for -2 and -1.75 (receive) in 10k
- ERU6 98.125/98.375/98.4375/98.6875 call condor, bought for 2.5 & 2.75 in 10k
- ERZ6 98.375/98.625/98.75/99.00 call condor stripped with the 98.3125/98.4375/98.75/98.875 call condor paper paid 2 on 12.25K
Want to read more?
Find more articles and bullets on these widgets:
Historical bullets
US TSYS/SUPPLY: WI 3Y
Nov-10 17:48
- WI rises slightly ahead of the $58B 3Y note auction (91282CPK1) cut-off at 1300ET.
- 3Y WI is currently at 3.592%, 1.6bp cheap to last month's stop: drawing 3.576% high yield vs. 3.584% WI.
ITALY AUCTION PREVIEW: On offer Thursday
Nov-10 17:46
MEF has announced it will be looking to sell the following at its auction on Thursday, November 13:
- E3.0-3.5bln of the 2.35% Jan-29 BTP (ISIN: IT0005660052)
- E1.25-1.5bln of the 3.25% Nov-32 BTP (ISIN: IT0005668220)
- E1.25-1.5bln of the 3.25% Jul-32 BTP (ISIN: IT0005647265)
- E1.0-1.5bln of the 4.65% Oct-55 BTP (ISIN: IT0005668238)
FED: US TSY 3Y AUCTION: NON-COMP BIDS $157 MLN FROM $58.000 BLN TOTAL
Nov-10 17:45
- US TSY 3Y AUCTION: NON-COMP BIDS $157 MLN FROM $58.000 BLN TOTAL
