FOREX: USD Index Roughly Unchanged Amid Broader Cross-Asset Volatility
Jan-29 17:56
* The ICE dollar index sits very close to unchanged levels on the session Thursday, despite intra-...
Want to read more?
Find more articles and bullets on these widgets:
Historical bullets
OPTIONS: Eurex Trade Ends Year With Mixed Bund Structures
Dec-30 17:52
Tuesday's Europe rates/bond options flow included:
- RXG6 126.5/126.0 put spread, paper pays 10.5 in 5k and 10 vs 127.53 on 7.2K
- RXG6 132.00 calls paper paid 2 on 6K
- RXG6 128.00/129.00/129.50 broken call fly paper paid 21.5/22 on 5K
- RXH6 127.50/125.00 1x2 put spread paper paid 49 on 2K (vs. 127.60) on 2K
- SFIG6 96.45/55/65 call fly 1K given at 1.25, desks suggest looks like closing out of an existing position
- SFIZ6 96.90/97.00 call spread vs. 96.30/20 put spread paper paid 0.75 for the call spread vs. 96.65 (13% delta) on 3K
- Reminder: Eurex derivatives will close Tuesday evening and not reopen
until Friday. STIR & bond futures and options trading on ICE Europe will cease at 12:15 Wednesday and resume on Friday.
SOFR OPTIONS: Dec'26 SOFR Midcurve Call Spread Buy
Dec-30 17:43
- +20,000 0QZ6 97.50/98.00 call spds, from 5.75 to 6.0 ref 96.78
US TSY FUTURES: BLOCK: Mar'26 5Y Sale
Dec-30 17:16
- -20,000 FVH6 109-14.5, sell through 109-14.75 post time bid at 1149:03ET, DV01 $880,600.
- The 5Y contract trades 109-14.25 last (+.25)
