George Austin

midcurve nov19 eurodollar 98.625 put (94 days to expiry) – midcurve mar20 eurodollar 98.50 put (212 days to expiry) This is a trade we saw… Read More »Eurodollar Short X 86 Put – Short H 85 Put – trade idea

2y midcurve dec19 eurodollar 98.75 straddle (EDZ1@ 98.72 with 122 days to expiry) Just looking at this Green Z 87 straddle that was trading late… Read More »Selling Eurodollar longer dated midcurve straddles doesn’t seem to pay

Midcurve jun20 eurodollar 98.75 straddle with 305 days to expiry Looks like someone is doing their homework, another long dated straddle trade that look decent… Read More »Another long dated straddle that has legs – Short M 87 Straddle

Spotted this trade going through the market earlier, Short U 86 Straddle vs. Short X 86 Straddle Taking a closer look in PricingMonkey at the… Read More »Fed Play with Sep and Nov Midcurve Straddle Spreads

Flagged this trade this morning, seems cheap 98.375 Puts pushing the 0EH 98.75/98.625/98.50/98.375 Put Condor to a 0.0175 close (-2.54 Z-Score, 217 days to expiry).… Read More »A Midcurve March Eurodollar (0EH) Put Condor looking good value

Puts are pretty offered in Eurodollars currently and lot of the Puts structures out beyond Sept are offering value. Check out this EDZ 98.25/98.00/97.75 1x3x2… Read More »Cheap Dec Eurodollar Christmas Tree this morning

Check out this Blue Dec 87 Straddle (128 days to expiry, 3rd midcurve onto Dec22 ED’s) that’s just gone through. Running our performance review on… Read More »Performance chart showing trades of value – Blue Dec 87 Straddle

With over million contracts now open in the Dec20 Calls above the 99.00 strike (495 Days to expiry), and seemingly a continuous flow of Calls… Read More »Dec20 Eurodollar Skew getting bent out of shape

Bund and SX7E look a bit out of sync recently (correlation .75) with Bunds yield diving to new lows but SX7E holding. Maybe time to… Read More »Bunds versus SX7E