OPTIONS: Larger FX Option Pipeline

May-11 11:53
  • EUR/USD: May12 $1.0600(E1.2bln), $1.0675-85(E1.1bln)
  • AUD/USD: May13 $0.6725(A$1.3bln), $0.7400(A$1.1bln)
  • USD/CNY: May16 Cny6.8485($1.4bln)

Historical bullets

US TSY OPTIONS: Overnight Trade

Apr-11 11:43
  • +5,200 FVK 110.25/111.25 put spds, 3 ref 112-30
  • Block, +5,000 FVK 113.25/FVM 112.5 2x3 put calendar spds, 50.5 Jun over
  • 4,000 TYM 120 puts, 132

US EURODLR OPTIONS: Overnight Trade

Apr-11 11:43

Put-centric with focus on 2- and 4Y midcurves:

  • +4,000 Gold Jul 96.75/97.00 put spds, 9.0 ref 97.17
  • Block, +10,000 Green Jul 96.25/96.62 put spds, 10.5 vs. 96.865
  • Block, +6,500 Green Sep 96.25/96.62 put spds, 11.5 vs. 96.875, another 3.5k screen

EQUITIES: Bank stock option

Apr-11 11:22

SX7E 17th June 90c, bought for 4.20 in 6k vs 2,220 in VGM2 at 86.80