This is a revisit of the TV and FV trade from last month, where we looked at the August expiry, here we look at the current Sep expiry (44 days to expiry). US 5-Year(FV) Vol looks steady over US 10-Year(TY) Vol, and can be sold for a overall vega weighted credit.
Dummy trade booked in our system, we used a vega weightings to obtain hedge amounts.
