SOFR OPTIONS: SFRU5 96.12/96.18 Call Spread Lifted
Jul-18 08:57
SFRU5 96.12/96.18 call spread vs. 95.835, 5% delta paper paid 0.5 on 10K....
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EQUITIES: Estoxx Synth Option trade
Jun-18 08:55
SX5E (18th July) 5300, bought the calls for 6 in 6k (100% Del).
EURIBOR OPTIONS: Call Condor vs Put
Jun-18 08:43
ERH6 98.0625/98.1875/98.50/98.625c condor vs 97.875p, bought the condor for half in 2.5k.
CROSS ASSET: The USD is paring small losses
Jun-18 08:35
- A small bid in the Dollar is going through, testing session high against the INR, SEK, PHP, and paring some small losses versus the EUR, GBP, AUD and NZD.
- Multi cross assets are seeing two way price action, and are mostly in a holding pattern as the Globe awaits on the Fed.
- European Equity futures are seeing some selling, but as expected the Rolls dominates on both side of the Pond given that Tomorrow is Juneteenth, so the liquidity in the June Expiry could be set to diminish.
