If you expect some consolidation here with a potential DAX pullback to the 10,000 area (currently trading around 10,550) check out Puts Fly and Put… Read More »Cheap downside DAX Put Structures
Check out the June Eurodollar skew shift this week, with the 3 Month Libor issues still very much on the radar it seems against the… Read More »June Eurodollar Skew flattening
Multi-selecting and comparing skew is always a quick way to look for trade ideas, as it gives you a good way to spot potential vol… Read More »June/Sept/Dec/Mar Eurodollar skew
Last night we flagged the FVM 125/125.5/126.25/126.75 Call Condor trading at 3.5 ticks, with someone targeting 0.25% rates in US 5yrs this strategy looked pretty… Read More »Condors in Bonds to target yield levels