OPTIONS: Larger Euribor Call Spread Buying Seen Friday
Sep-26 16:58
Friday's Europe rates/bond options flow included:
- RXX5 123p, bought for 1.5 in 4k
- ERF6 98.12/98.25cs, bought for 2 in 12k total
- ERH6 98.00/97.9375ps, sold at 3.25 in 5k
- ERM6 98.3125/98.4375 call spread vs ERH6 97.9375/97.8125 put spread, paper pays 0.25-0.50 for the call spread in 6k
- SFIZ5 96.25/96.35/96.45c fly, bought for 1.25 in 4k
- SFIF6 96.25/96.15ps 1x2, bought for 1.25 in 2k
- SFIU6 96.50/96.70cs, bought for 6 in 2.5k.
- 0NH6 96.50/96.80cs 1x2, bought for 3 in 2.5k
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CROSS ASSET: Gold and Treasuries Extend Gains After Iran-IAEA Headlines
Aug-27 16:53
Spot gold has lifted to session highs of $3398.0 and TYZ5 to 112-12 following IAEA-Iran headlines re monitors not yet having returned to damaged Iran sites and that Iran isn’t providing adequate access to inspectors.
- Gold resistance seen at $3409.2 (Aug 8 high) after which lies $3439.0 (Aug 23 high).
- Building on earlier gains, TYZ5 starts to eye the bull trigger at 112-15+ (Aug 5 high) after which lies 112-19 (Fibo proj of Jul 15-22-28 price swing).
- BBDXY continues to pare earlier gains, now negative on the day.
- Stocks are broadly stable however. Nasdaq near record highs ahead of Nvidia earnings later today.
"*UN ATOMIC WATCHDOG SAYS INSPECTORS ALLOWED BACK TO BUSHEHR NPP
*UN ATOMIC WATCHDOG SAYS NO EVIDENCE IRAN MOVED HEU INVENTORY
*IAEA MONITORS HAVE 'NOT YET' RETURNED TO DAMAGED IRAN SITES
*IRAN ISN'T PROVIDING ADEQUATE ACCESS TO IAEA INSPECTORS: GROSSI" - all bbg
OPTIONS: Large Euribor Upside, Closing Sonia Call Condor Position Wednesday
Aug-27 16:52
Wednesday's Europe rates/bond options flow included:
- RXV5 128/127ps 1x1.5, bought for 18.5 in 4k
- ERH6 98.18/98.00ps, sold at 10.5 in 3.75k
- ERZ6 99.00/99.50cs, bought for 2 in 28k
- SFIZ5 96.10/96.25/96.40/96.55c condor, sold at 4.5 in 11k total now (closing)
- SFIH6 96.40/96.50cs vs 96.00p, bought the cs for 0.25 in 3.5k total
US TSYS/SUPPLY: WI 5Y
Aug-27 16:51
The 5Y WI has retreated to 3.714% from 3.732% earlier, 26.9bp rich to last month's tail: 3.983% high yield vs. 3.973% WI.
