VOLATILITY: Overextended EUR Implieds

Oct-09 08:45

You are missing out on very valuable content.

* EUR 3m/30y vol is slipping slightly from its recent peak, easing below 78bp/yr from last week's ...

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MIDEAST: UKMTO Notes Report Of Several Merchant Disable In Gulf Of Oman

Sep-09 08:42

"UKMTO has received a report involving several merchant vessels in the Northern Arabian Gulf and the Gulf of Oman. Reports indicate the vessels were subject to disabling fire as part of ongoing military activity in the region. UKMTO is unable to confirm if any casualties or environmental impact has occurred at this time. Authorities are aware and relevant investigations remain ongoing. Mariners are advised to consider the latest maritime security information and maintain awareness of the evolving operational environment."

SONIA OPTIONS: Call Fly seller

Sep-09 08:10

SFIZ6 96.10/96.25/96.30 broken Call Fly, sold at 2.5 in 12.5k.

US TSY OPTIONS: 3WU6 103.125 Calls Lifted

Sep-09 08:09

3WU6 103.125 calls paper paid 0-00+ on 3K. These expire next Friday (September 18). OI of 3K as of yesterday.