EURIBOR OPTIONS: Ratio Call Condor

Jul-04 13:05

You are missing out on very valuable content.

ERV5 98.25/98.3125/98.37/98.4375 call condor 1x1x2x2, bought for half in 10k....

Historical bullets

STIR: Post-ADP SOFR Option Update

Jun-04 13:03
  • -20,000 SFRZ5 96.00/96.25/96.50 put trees, 2.0 vs. 96.175/0.22%
  • +2,000 SFRZ5 97.12 calls, 6.5
  • +3,500 SFRQ5 95.62/95.75 put spds, 2.5 ref 95.92
  • +3,000 SFRZ5 96.25/96.75 1x2 call spds 1.25

EUR: FX Exchange traded Option

Jun-04 13:00

FX Exchange traded Option, suggest a new Position, doesn't cover the 11th Sep ECB meeting:

  • EURUSD (5th Sep) 1.0700p, bought for 0.0011 in 1.25k.

US TSY FUTURES: BLOCK: Large Sep'25 2Y Buy

Jun-04 12:57
  • +17,000 TUU5 103-22.38, through 103-22 post data offer at 0841:55ET, DV01 $625,000.
  • The 2Y contract trades 103-22.12 last (+2.38).