Couple of trades caught our attention yesterday, one was the buying of 3-Year Midcurve vol versus Oct in Puts for a small credit, and the… Read More »#ThursdayThoughts in Eurodollars
US 2-Yr Bonds (TU) vs 2-Yr Midcurve Eurodollars (2E) or US 5-Yrs (FV) A trade we highlighted recently (US 2-Yr Vol strength) continues to outperform… Read More »5 Trades to watch this week
The high correlation between Euro Stoxx 50 Banks index and Bunds should provide some interesting pointers this week as ECB unveils TLTRO 3. Using the… Read More »Euro Stoxx 50 Banks index and Bunds
If you’re following the US Bond complex you will have seen the recent spike in US-Year 2-Yr Bond Vol relative to the other contracts. Checking… Read More »US 2-Yr(TU) Vol spike