June/Sept/Dec/Mar Eurodollar skew
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
Rates
Canadian Sep BA vol vs Sep Eurodollar
If you’ve got a view on Canadian Rates vs US here, the BA Vol is currently running over ED’s, so might be useful to construct… Read More »Canadian Sep BA vol vs Sep Eurodollar
Eurodollars – decent Put skew providing some value trades
Eurodollar Sept skew is worth checking, especially if you see the chance of a drift here in EDU contracts like we’re seeing in EDM. The… Read More »Eurodollars – decent Put skew providing some value trades
Condors in Bonds to target yield levels
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
Eurodollar Sep & Dec 87 Straddles are worth a look – Trades Idea
Seeing both the Sep and Dec 87 Straddles printing this afternoon, Sep at around 0.35 ticks and Dec at 42. If you backtest these using… Read More »Eurodollar Sep & Dec 87 Straddles are worth a look – Trades Idea
Eurodollar Put Skew showing signs of life
Check-out the recent moves in Eurodollar put skew, might be a good area to investigate further if you’re looking for reversion trades. This EDU 98.75/87.50… Read More »Eurodollar Put Skew showing signs of life
EDM0 98.625 calls vs Blue June 99.00 calls – Trade Analysis
This was a trade printing yesterday at even, it’s interesting on a number of different levels. Firstly EDM0 98.625 Calls are running pretty rich to… Read More »EDM0 98.625 calls vs Blue June 99.00 calls – Trade Analysis
June Eurodollar 98.50 Straddle – Trade Analysis
Sell June ED 98.50 Straddle @ 20.5 with 122 days to expiry This has been trading at 20.5 ticks this afternoon, which looks around 44… Read More »June Eurodollar 98.50 Straddle – Trade Analysis
Rinse & Repeat – USH 160.50 Puts vs FVH 119.50 Puts
USH 160.50 Puts-4*FVH 119.50 Puts with 16.6 days to expiry This is a repeat of a similar successful strategy we suggested back in early Jan,… Read More »Rinse & Repeat – USH 160.50 Puts vs FVH 119.50 Puts
Options trades showing contingent backtesting promise
We recently introduced contingent backtesting that now allows traders to run in-depth backtests, using any number of criteria available in the PricingMonkey sheet to trigger… Read More »Options trades showing contingent backtesting promise