Euro Rates

Feb Bobl 134^- 0.4*Feb Bund 172^-6.2 (2.48 Trade Size)*2RF 100.25^+ 3.1*Feb Shaz 112^ Condor with 29 & 43 days to expiry Jan0 Bund 172^-2.4*Jan0 Bobl… Read More »Bund, Bobl, Schatz, Mid-Curve Euribor Vol Condor – Trade Ideas

Jan Bobl^-.203*Jan Bund^-3.25 (1.3)*2RZ^ with 23.3, 23.3 & 16.3 days to expiry, Z-Score -1.30, 10-Year Backtest Value 0.105, closed -0.056 last night Low Bobl Vol… Read More »Bund, Bobl, 2-Year Midcurve Vol Fly – Trade Idea

Bobl Mar 134.00/134.50 Strangle – Bobl Jan 134.00/134.50 Strangle with 92 & 29 days to expiry A low vol strategy for Bobls, the Mullet (short… Read More »Calendar Bobl Strangle Spread pricing near 3 year lows – Trade Idea

2*Nov Bobl 135.25/134.25 Put Spread- Nov Bund 174/173 Put Spread with 31.3 days to expiry Using our Performance tool on strategies can turn up some… Read More »More Bund/Bobl Vol Ideas to Explore – Trades Ideas

Nov Bund Straddle -2.39*Nov Bobl Straddle with 36 days to expiry Vol and Skew differences in Bobl & Bund Options currently offer potential interesting opportunities,… Read More »Bund/Bobl Vol and Skew look interesting – Trade Idea

Bund Nov 175.50/174.50/173.50/172.50 Put Condor (65.4 days to expiry, -2.8% Delta), closed 17, Z-Score -2.70 This might be worth a look if you’re expecting some… Read More »Defensive Put Condor in Nov Bunds