Rates

Eurodollar Feb/March 98.125/98.25/98.375 put fly stupid with 87 & 118 days to expiry This trade printed 10 in 15k yesterday, not bad for a trade… Read More »Eurodollar Feb/March 98.125/98.25/98.375 put fly stupid – Trade Analysis

EDM 85/88 Call Spread + EDM 87/90 Call Spread -EDM 83/81 1×2 Put Spread with 210 days to expiry 70.4% Delta This is a variation… Read More »Eurodollar Vol & Skew value trade into Jun20 – Trade Idea

EDH0 83/87 Call Spread + EDH0 85/87 Call Spread – EDH0 82/80 Put Spread with 121 days to expiry, 73.6% Delta Check out this 3-leg… Read More »Mar Eurodollar Call Spread Structure that looks good value – Trade Analysis

EDZ0 86/88/91/93 Call Condor with 397 days to expiry, 5.6% Delta Steady but size buying of Sept20 & Dec20 Call Spreads over the last couple… Read More »A Dec20 Eurodollar Condor that’s looking good value – Trade Analysis

EDH 98.125/98.25/98.375 put fly + EDM0 98.125/98.25/98.375 put fly + EDU0 98.125/98.25/98.375 put fly with 131/222/313 days to expiry (Buy) This trade traded yesterday at… Read More »EDH0/EDM0/EDU0 98.125/98.25/98.375 Put Fly Strip trade – Trade Analysis

0EM0 98.50/98.375/98.25 Put Tree (EDH1) with 222 days to expiry 16.3 Delta (Sell) We saw a lot of 2-way action post FOMC in the close-to-the… Read More »June Midcurve Eurodollar Puts Trees – Trade to Watch

EDZ0 98.50 Straddle(Sell) vs EDH1 98.50 Straddle(Buy), with 408 & 499 days to expiry, previous settlement -0.0575 Saw this trade printing this afternoon for -6… Read More »EDZ0 85 Straddle vs EDH1 85 Straddle – Trade Analysis

Good recent divergence in the US 2-Year (TUZ) & the US 30-Year(USZ) Vol has pushed 2’s/30’s switches into a potential credit again, i.e you can… Read More »US 2-Year(TUZ) vs US-30 year(USZ) steepener for a credit -Trade Idea