FOREX: USD Index Creeps to New Daily Highs as Participation Finally Picks Up

Feb-19 10:20

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Greenback strength continues to show in recent trade - dragging EUR/USD further off the recovery hig...

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EQUITIES: EU Bank Synth Option

Jan-20 10:19

SX7E (21/12/29) 160, Bought the call for 18.15 in 10k (100% del).

EURIBOR OPTIONS: Call spread vs put spread trades for more

Jan-20 10:15

ERM5 97.4375/97.3125ps vs 97.9375/98.0625cs, bought the cs for 2.25 in 14k total now.

BONDS: Bund edges toward Friday's low

Jan-20 10:13
  • The lighter liquidity seems to exacerbate some of the early small moves in Govies, Bund is drifting back towards Friday's low.
  • Earlier small block trade and paying interest has seen the contract finding some selling interest.
    Initial support for the Bund is at 131.50.
  • And despite the Lower Euribor Fix, the front ERH5 as well as the rest of the strip are testing their respective lows.
  • The latest flows in Govies saw a 1.5k seller in OAT and 1k in Gilt, all cumulative Volume.