EQUITIES: Next Week's Triple Witching

Mar-14 13:46

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Looking at next Week's Triple Witching, Options expiries in Notional terms, these can of course Incr...

Historical bullets

BUNDS: Falls 41 ticks post US CPI

Feb-12 13:42
  • Bund has fully closed the gap down to 132.34, and extended as low as 132.19 following the beat in the US CPI, it fell a total of 41 ticks post Data.
  • Looking at Technical, focus will be on the Yield and the 2.50%.
  • Today, reference 132.26, this level equates to 131.99.

US TSY FUTURES: BLOCK: March'25 2Y Post-Data Buy

Feb-12 13:41
  • +10,000 TUH5 102-18, buy through 102-17.62 post time offer at 0834:05, DV01 $370,000. The 2Y contract has since traded down to 102-16.75 last (-5.62).

US TSY OPTIONS: Large March'25 10Y Put Sale - Unwind

Feb-12 13:39
  • -30,000 TYH5 109 puts from 43 to 45 post data, continued unwind of over 100k bought last couple weeks from 18-22. March options expire Feb 21.