Rates

oct19 us t-bond 164.00 straddle vs oct19 10y note 131.00 straddle The Implied Vol play between USV and TYV looks to be at an interesting… Read More »US Oct 30y (USV) Vol vs US Oct 10y (TYV) Vol – Trade idea

jan20 eurodollar 98.50 straddle vs midcurve jan20 eurodollar 98.75 straddle – 142 days to expiry This is a trade we saw going through yesterday, selling… Read More »Trade analysis – Front F 85 Straddle vs. Short F 87 Straddle

Short EDX 98.25 Straddle vs EDX 50 Wide Strangle (87.6 days to expiry) This trade might be interesting depending on your view here, risk is… Read More »Nov Eurodollar Iron Fly looks full value – Trade Idea

Mar20 Midcurve Eurodollars 0EH0 98.75/98.50/98.25 1x3x2 Put Fly (207 days to expiry, 12.6% Delta) Dec Eurodollars/Midcurve Dec Eurodollars EDZ 98.25/98.00 1×3 Put Spread (Delta 26.4%,… Read More »Eurodollar Options – 3 trades ideas to start the week

EDZ9 25 Delta Risk Reversal (synthetic 119 days to expiry) This seems to have slipped by without much notice last week, a skew move in… Read More »Eurodollar – Dec Option skew making 12 year lows

jun20 eurodollar 98.625 straddle, 303 days to expiry, 2.8% delta Just ran our analysis on this trade, -4000 at .56 in the Front M Straddle,… Read More »Trade going through this afternoon, selling the Eurodollar Front M Straddle

Eurodollar Dec 98.00/98.50 Strangle, 122 days to expiry, -5.3 Delta This trade that was printing yesterday at .17 , looks pretty rich* on a medium… Read More »A Eurodollar Dec 98.00/98.50 Strangle that was trading yesterday

EDZ 98.125/98.375/98.625 1x3x2 Call Fly and the EDZ 98.25/98.50/98.75 1x3x2 Call Fly, 124 days to expiry. Flagged to us this morning a couple Dec 1x3x2… Read More »Skew making a couple of 1x3x2 Dec Eurodollar Flys cheap

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